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 |
N |
An |
ar |
A |
ma |
A |
sar |
A |
sma |
A |
sigma2 |
A |
s |
An |
n_start |
An |
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.
1 |
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