simWt: Simulate W_t

View source: R/simWt.R

simWtR Documentation

Simulate W_t

Description

Subroutine of simXt(). Function to simulate W_t: the noise component of X_t. Defaults to white noise (p = 0, q = 0).

Usage

simWt(N = 1000, p = 0, q = 0, var = 1)

Arguments

N

integer; The length of the output series

p

integer; The AR order

q

integer; The MA order

var

numeric; The variance of the stochastic process


castels/interpTools documentation built on June 7, 2024, 4:20 p.m.