Nothing
# Simulate time series with time-varying variance
rtvvar <- function(n, alpha, beta = 1, simple = FALSE) {
x <- h <- hm <- numeric(n) #Zero vectors
for (i in 2:n) { #The first value stays zero
if (simple == FALSE) {
h[i] <- h_fun(i, beta, n)
hm[i] <- sqrt(h[i]^2 + alpha * x[i-1]^2)
x[i] <- hm[i] * rnorm(1)
} else {
x[i] <- (i/n) * rnorm(1)
}
}
as.ts(x)
}
h_fun <- function(t, beta, n) {
10 - 10 * sin(beta*pi*t/n + pi/6) * (1 + t/n)
}
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