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 2 | ```
gen_sarima(N, ar, d, ma, sar, sd, sma, sigma2 = 1.5, s = 12L,
n_start = 0L)
``` |

`N` |
An |

`ar` |
A |

`d` |
An |

`ma` |
A |

`sar` |
A |

`sd` |
An |

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

SMAC-Group/simts documentation built on Feb. 21, 2018, 3:34 p.m.

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