GetAR: Simulate time series of fluctuations based on ARMA process

In MJAlexander/distortr: Temporal smoothing methods for demographic time series

Description

Simulate a time series of fluctuations based on AR(1)

Usage

GetAR(nyears, rho, sigma, eps0.t = NULL, ystart = NULL, seed = 123)

Arguments

nyears	number of years of observation period
rho	value of autocorrelation. Must be value between -1 and 1.
sigma	standard deviation of distortions
eps0.t	values of distortions. Default is NULL. If NULL, they are drawn random from N(0,1)
ystart	value of first observation. Default is NULL. If NULL, it is drawn randomly from other parameters
seed	value of random seed

Value

A vector of values.

See Also

GetARMA

Examples

y.ar <- GetAR(50, 0.8, 1)
ggplot(data = NULL, aes(x = 1:50, y = y.ar)) + geom_line() + geom_point() + theme_bw() + xlab("time")

MJAlexander/distortr documentation built on July 17, 2020, 4:06 p.m.