RandomARMod_linar2 <- function(nobs, arp1, arp2, start = c(0, 0), cont = "0")
{
y <- numeric(nobs)
y[1] <- start[1]
y[2] <- start[2]
y <- switch(cont,
"0" =
{
for(i in 3:length(y))
{
y[i] <- arp1 * y[i - 1] + arp2 * y[i - 2] + 0.1 * rnorm(1)
}
y
},
"1" =
{
u1 <- rnorm(nobs) * 0.1
u2 <- (5 + rnorm(nobs) * 1)
p1 <- rpois(nobs, 5 / 100)
e <- u1 + p1 * u2
for(i in 3:length(y))
{
y[i] <- arp1 * y[i - 1] + arp2 * y[i - 2] + e[i] - 0.007127848
}
y
},
"2" =
{
alpha <- 10
beta <- -3.665129
u <- runif(nobs)
e <- beta - alpha * log(( - log(u)))
for(i in 3:length(y))
{
y[i] <- arp1 * y[i - 1] + arp2 * y[i - 2] + e[i]
}
y
},
"3" =
{
alpha <- 1.928
beta <- -2
gamma <- 10
u <- runif(nobs)
e <- beta + alpha * ( - log(u))^(- 1 / gamma)
for(i in 3:length(y))
{
y[i] <- arp1 * y[i - 1] + arp2 * y[i - 2] + e[i]
}
y
},
"4" =
{
alpha <- 1
beta <- 1
e <- rgamma(nobs, alpha, beta) - 0.6932
for(i in 3:length(y))
{
y[i] <- arp1 * y[i - 1] + arp2 * y[i - 2] + e[i]
}
y
},
stop("Insert a valid notion!")
)
}
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