simSTARMAGARCH: Simulation of STARMAGARCH

In Sondre91/starmagarch: Estimation of spatio-temporal ARMA-GARCH models

Simulation of STARMAGARCH

Description

Simulation of STARMAGARCH

Usage

simSTARMAGARCH(
  parameters,
  n = 100,
  m = c(5, 5),
  W = NULL,
  burnin = 0,
  type = "rook",
  torus = TRUE
)

Arguments

parameters	List of parameters.
n	Temporal dimension (integer).
m	Spatial dimension vector of length 1 or 2 (integer).
W	Neighbourhood array (optional)
burnin	Temporal burnin.
type	neighbourhood type (rook or queen)
torus	Logical, indicator for circular space.

Sondre91/starmagarch documentation built on July 16, 2025, 4:53 p.m.