WN: Create an White Noise (WN) Process

In simts: Time Series Analysis Tools

Create an White Noise (WN) Process

Description

Sets up the necessary backend for the WN process.

Usage

WN(sigma2 = NULL)

Arguments

sigma2

A double value for the variance, \sigma ^2, of a WN process.

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "WN"

theta

\sigma

plength

Number of Parameters

print

String containing simplified model

desc

y desc replicated x times

obj.desc

Depth of Parameters e.g. list(1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Note

In this process, Y_t is iid from a zero mean normal distribution with variance \sigma^2

Author(s)

James Balamuta

Examples

WN()
WN(sigma2=3.4)

simts documentation built on Aug. 31, 2023, 5:07 p.m.