gen_generic_sarima: Generate Generic Seasonal Autoregressive Order P - Moving...

Description Usage Arguments Details Value Examples

View source: R/RcppExports.R

Description

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

Usage

1
gen_generic_sarima(N, theta_values, objdesc, sigma2 = 1.5, n_start = 0L)

Arguments

N

An integer for signal length.

theta_values

A vec containing the parameters for (S)AR and (S)MA.

objdesc

A vec that contains the +.ts.model's obj.desc field.

sigma2

A double that contains process variance.

n_start

An unsigned int that indicates the amount of observations to be used for the burn in period.

s

An integer that contains a seasonal id.

Details

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.

Value

A vec that contains the generated observations.

Examples

1
gen_sarima(10, c(.3,.5), 1, c(.1), c(.2), 0, c(.4), 1, 12, 0)

SMAC-Group/simts documentation built on May 23, 2018, 7:32 p.m.