View source: R/gen.aruma.wge.R
gen.aruma.wge | R Documentation |
This function calls arima.sim but an a similar manner to gen.ns.arma.wge and gen.ns.arima.wge but allows for generation of realizations from ARUMA models (see Chapter 5 of "Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
gen.aruma.wge(n,phi=0,theta=0,d=0,s=0,lambda=0,vara=1,plot=TRUE,sn=0)
n |
Length of realization to be generated |
phi |
Vector of AR coefficients |
theta |
Vector of MA coefficients |
d |
Order of the difference |
s |
Order of seasonal operator |
lambda |
Vector of nonstaionary coefficients not associated with d or s (see Def. 5.1(b) in Woodward, Gray, and Elliott text) |
vara |
White noise variance, default=1 |
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 |
This function generates and (optionally plots) an ARMA or ARIMA or ARUMA realization
Wayne Woodward
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
gen.aruma.wge(n=100,phi=.7,theta=0, d=1, s=4,lambda=c(1.8,-1),vara=1, plot=TRUE)
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