sim: Time series simulation form an ARIMA or TF model

In tfarima: Transfer Function and ARIMA Models

Time series simulation form an ARIMA or TF model

Description

sim generates a random time series from an object of class um or tfm.

Usage

## S3 method for class 'tfm'
sim(mdl, n = 100, y0 = NULL, seed = NULL, ...)

sim(mdl, ...)

## S3 method for class 'um'
sim(
  mdl,
  n = 100,
  z0 = NULL,
  n0 = 0,
  a = NULL,
  seed = NULL,
  envir = parent.frame(),
  ...
)

Arguments

mdl	an object of class um or tfm.
n	number of observations.
y0	initial conditions for the nonstationary series.
seed	an integer.
...	other arguments.
z0	initial conditions for the nonstationary series.
n0	remove the n0 first observation, integer.
a	vector of innovations, optional.
envir	environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Value

An object of class ts.

tfarima documentation built on May 20, 2022, 5:06 p.m.