symarma.sim: Simulate from an SYMARMA model
In sym.arma: Autoregressive and Moving Average Symmetric Models

Description Usage Arguments Details Value See Also Examples

Simulate from an SYMARMA model.

1	symarma.sim(model, n, family="Normal", index1, index2, varphi=1)

`model`	a list with component ar and/or ma giving the AR and MA coefficients respectively. Optionally a component order can be used. An empty list gives an SYMARMA(0,0) model, that is white noise.
`n`	length of output series, before un-differencing. A strictly positive integer.
`family`	a description of the conditional distribution of each Y[t], given the set of past information.
`index1, index2`	the arguments of the symmetric distributions indexed by parameters.
`varphi`	the dispersion parameter of the innovations generated. Default is varphi=1.

See elliptical.ts for the precise definition of an SYMARMA model.

The SYMARMA model is checked for stationarity.

SYMARMA models are specified via the order component of model, in the same way as for elliptical.ts. Other aspects of the order component are ignored, but inconsistent specifications of the MA and AR orders are detected. The un-differencing assumes previous values of zero, and to remind the user of this, those values are returned.

A time-series object of class “ts”.

elliptical.ts and arima.sim

serie0 <- symarma.sim(model=list(ar=c(0.3,0.2),ma=c(0.34)),n=70,
 varphi=1)
serie1 <- symarma.sim(model=list(ar=c(0,0,0.65)),n=70,family="Student",
 index1 = 4,varphi=1)