sim_sarima: AR1 Simulations and Estimations

Description Usage Arguments Examples

Description

AR1 Simulations and Estimations

Usage

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sim_sarima(n.draws = 10, n = 92, bootstrap = TRUE,
  out_path = system.file(package = "tdmc", "out"))

Arguments

n.draws

number of draws

n

length of the time series (in quarterts, incl 1 year foracast)

bootstrap

should the errors in the simulated series be bootstraped? (instead of drawn from a normal)

out_path

where to save the data

Examples

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out_path <- system.file(package = "tdmc", "out")
# use n.draws = 1000 to replicate paper
sim_sarima(n.draws = 10, out_path = out_path)  

christophsax/tdmc documentation built on May 9, 2019, 12:47 p.m.