gen.arma.wge: Function to generate an ARMA realization

In tswge: Time Series for Data Science

Function to generate an ARMA realization

Description

This function calls arima.sim but with more simple parameter structure for stationary ARMA models

Usage

gen.arma.wge(n, phi=0, theta=0, mu=0,vara = 1,plot = TRUE,sn=0)

Arguments

n	Length of realization to be generated
phi	Vector of AR coefficients
theta	Vector of MA coefficients
vara	White noise variance, default=1
mu	Theoretical mean, default=0
plot	Logical: TRUE=plot, FALSE=no plot
sn	determines the seed used in the simulation. sn=0 produces new/random realization each time. sn=positive integer produces same realization each time

Value

This function simply generates and (optionally plots) an ARMA realization

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

gen.arma.wge(n=100, phi=c(1.6,-.9), theta=.8, mu=50,vara=1, plot=TRUE)

tswge documentation built on Feb. 16, 2023, 6:51 p.m.