Description Usage Arguments Value Examples
Generates non-stationary time series data with break in the variance and normal error distribution.
1 | ts.break.variance(N, TS, delta, phi, theta, error, seeds, burnin)
|
N |
Number of time series |
TS |
Size of the time series |
delta |
Mean |
phi |
Autoregressive parameter |
theta |
Moving average parameter |
error |
Type of error and parameters Normal - c(ERROR_N, mean, stdv[1], stdv[2]) Exponential - c(ERROR_E, mean, lambda[1], lambda[2]) Triangle - c(ERROR_T, lower, upper, mode[1], mode[2]) |
seeds |
Vector of seeds |
burnin |
Number of samples thrown away at the beginning of time series generation |
N time series of size TS
1 | ts.break.variance(5, 5000, 0, 0.9, 0, c(ERROR_N, 0, 1, 2), c(645,983,653,873,432), 10)
|
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