Description Usage Arguments Value Examples

The function simulates a piecewise constant ARMA model with multiple change-points

1 | ```
sim.pw.arma(N, sd_u, b.slope, b.slope2, mac, br.loc)
``` |

`N` |
Length of the series |

`sd_u` |
A vector of the innovation standard deviation for every segment |

`b.slope` |
A vector of the AR(1) coefficients |

`b.slope2` |
A vector of the AR(2) coefficients |

`mac` |
A vector of the MA(1) coefficients |

`br.loc` |
A vector with the location of the change-points |

A simulated series

1 2 3 4 5 6 |

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