ARMA: Random realization of ARMA prcess

Description Usage Arguments Value Author(s) See Also Examples

View source: R/ARMA.R

Description

Creates a random realization an of ARMA prcess.

Usage

1
ARMA(n, a, b)

Arguments

n

length of the ARMA process to be generated.

a

vector p of parameters.

b

vector q of parameters.

Value

a vector with values from the simulated AMRA process of lenght n + max(p, q)

Author(s)

Shelemyahu Zacks

See Also

predARMA

Examples

1
ARMA(100,c(0.1, 0.2, 0.3), c(0.1, 0.2))

mistat documentation built on April 18, 2021, 5:07 p.m.