gen_data: Generate Data from Trend + Seasonal + Irregular model Assumes...

View source: R/gen_data.R

gen_dataR Documentation

Generate Data from Trend + Seasonal + Irregular model Assumes (1 - B) reduces trend to stationary and (1-B)^12 reduces the seasonal component to stationary

Description

Generate Data from Trend + Seasonal + Irregular model Assumes (1 - B) reduces trend to stationary and (1-B)^12 reduces the seasonal component to stationary

Usage

gen_data(N, TT)

Arguments

N

dimensionality

TT

sample size

Value

multivariate time series of sigex form


jlivsey/EMsignal documentation built on March 17, 2024, 5:12 p.m.