gen_sarma: Generate Seasonal Autoregressive Order P - Moving Average...
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description Usage Arguments Details Value Examples

Generate an ARMA(P,Q) process with supplied vector of Autoregressive Coefficients (φ), Moving Average Coefficients (θ), and σ^2.

1	gen_sarma(N, ar, ma, sar, sma, sigma2 = 1.5, s = 12L, n_start = 0L)

`N`	An `integer` for signal length.
`ar`	A `vec` that contains the AR coefficients.
`ma`	A `vec` that contains the MA coefficients.
`sar`	A `vec` that contains the SAR coefficients.
`sma`	A `vec` that contains the SMA coefficients.
`sigma2`	A `double` that contains process variance.
`s`	An `integer` that contains a seasonal id.
`n_start`	An `unsigned int` that indicates the amount of observations to be used for the burn in period.

The innovations are generated from a normal distribution. The σ^2 parameter is indeed a variance parameter. This differs from R's use of the standard deviation, σ.

A vec that contains the generated observations.