ARMA: Random realization of ARMA prcess

View source: R/ARMA.R

ARMAR Documentation

Random realization of ARMA prcess

Description

Creates a random realization an of ARMA prcess.

Usage

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

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

mistat documentation built on March 7, 2023, 6:43 p.m.