RandomARMod_lin2 <- function(nobs, intercept = 0, arp, start = 0, cont = "0", sd = 0.2)
{
y <- numeric(nobs)
y[1] <- start
y <- switch(cont,
"0" =
{
for(i in 2:length(y))
{
y[i] <- arp * y[i - 1] + intercept + sd * rnorm(1)
}
y
},
"1" =
{
u1 <- rnorm(nobs) * 0.2
u2 <- (5 + rnorm(nobs) * 1)
p1 <- rpois(nobs, 5 / 100)
e <- u1 + p1 * u2
for(i in 2:length(y))
{
y[i] <- arp * y[i-1] + intercept + e[i] - 0.0127892
}
y
},
"2" =
{
alpha <- 10
beta <- - 3.665129
u <- runif(nobs)
e <- beta - alpha * log(( - log(u)))
for(i in 2:length(y))
{
y[i] <- arp * y[i - 1] + intercept + e[i]
}
y
},
"3" =
{
alpha <- 1.928
beta <- - 2
gamma <- 10
u <- runif(nobs)
e <- beta + alpha * ( - log(u))^( - 1 / gamma)
for(i in 2:length(y))
{
y[i] <- arp * y[i - 1] + intercept + e[i]
}
y
},
"4" =
{
alpha <- 1
beta <- 1
e <- rgamma(nobs, alpha, beta) - 0.6932
for(i in 2:length(y))
{
y[i] <- arp * y[i - 1] + intercept + e[i]
}
y
},
"5" =
{
u1 <- rnorm(nobs) * 1
u2 <- 150
p1 <- rpois(nobs, 2 / 200)
e <- u1 + p1 * u2
for(i in 2:length(y))
{
y[i] <- arp * y[i - 1] + intercept + e[i]
}
y
},
"6" =
{
alpha <- 100
beta <- - 36.65129
u <- runif(nobs)
e <- beta - alpha * log(( - log(u)))
for(i in 2:length(y))
{
y[i] <- arp * y[i - 1] + intercept + e[i]
}
y
},
"7" =
{
for(i in 2:length(y))
{
y[i] <- arp * y[i - 1] + intercept
}
y
},
stop("Insert a valid notion!")
)
}
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