armaTimeSeries: generates arma time series with shifts

Description Usage Arguments Value Examples

View source: R/armaTimeSeries.R

Description

auto regressive moving average time series generation - based on https://stats.stackexchange.com/questions/184828/create-random-time-series-with-shifts-in-r with optional shifts in sequence

Usage

1
armaTimeSeries(N, p, q, e = 0.1)

Arguments

N

number of time points to generate

p

order of auto regressive model

q

order of auto moving average model

e

sd of error in model

Value

vector of N numeric

Examples

1
armaTimeSeries (N = 100, p = 5, q = 20, e = 1)

OlivierGranacher/modelStan documentation built on March 25, 2020, 2:35 a.m.