dgp_arma: Generate data according to ARMA process

In DataScienceForPublicPolicy/hypML: unitrootML - Machine Learning-Based Hypothesis Testing for Time Series

Description

Returns a time series vector

Usage

dgp_arma(periods = 100, sd = 1, gamma = 1, theta = -0.25)

Arguments

periods	A time series object
sd	Standard deviation
gamma	Unit root
theta	Theta

Value

A data frame

Author(s)

Gary Cornwall and Jeffrey Chen

Examples

dgp_arma(periods = 100,
         sd = 1,
         gamma = 1,
         theta = -.25)

DataScienceForPublicPolicy/hypML documentation built on Dec. 17, 2021, 4:06 p.m.