GetARMA: 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 ARMA(1,1)

Usage

GetARMA(nyears, phi, theta, sigma.ar, ystart = NULL, seed = 123)

Arguments

nyears	number of years of observation period
phi	value of autocorrelation.
theta	strength of moving average.
sigma.ar	standard deviation of distortions
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

GetAR

Examples

y.arma <- GetARMA(50, 0.8, 0.2, 1)
ggplot(data = NULL, aes(x = 1:50, y = y.arma)) + geom_line() + geom_point() + theme_bw() + xlab("time")

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