gen.geg.wge | R Documentation |
This function calls macoef.wge
gen.geg.wge(n, u, lambda, trun = 300000, vara=1 ,sn = 0)
n |
the realization length to be generated |
u |
Parameter u in the Gegenbauer model given in (11.12) of Woodward, Gray, and Elliott text |
lambda |
Parameter lambda in the Gegenbauer model given in (11.12) of Woodward, Gray, and Elliott text |
trun |
the truncation point of the infinite GLP form |
vara |
White noise variance, default=1 |
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 is called by gen.garma.wge and does not have a burn-in time. Thus, we recommend using est.garma.wge for generating realizations from a Gegenbauer model.
This function generates a Gegenbauer realization
Wayne Woodward
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
gen.geg.wge(n=100, u=.8,lambda=.4)
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