sim_airline: Simulate from SARIMA(0 1 1)(0 1 1) model with integer...

In jlivsey/livsey: Helper R functions

Simulate from SARIMA(0 1 1)(0 1 1) model with integer periodicity

Description

Simulate from SARIMA(0 1 1)(0 1 1) model with integer periodicity

Usage

sim_airline(
  n = 120,
  s = 12,
  theta = 0.75,
  seasonal_theta = 0.75,
  sigma = 1,
  burn = 10^4,
  demean = TRUE,
  first_obs_zero = TRUE,
  start_date = c(2000, 1)
)

Arguments

n	length of simulated series
s	frequency of series (eg 12 for monthly or 4 for quarterly)
theta	non-seasonal moving average parameter
seasonal_theta	seasonal moving average parameter
sigma	standard deviation of the innovations
burn	length of burn in to begin series
demean	boolean, should the series be demeaned? (default TRUE)
first_obs_zero	boolean, should the series be scaled so the first observation is at zero? Overides demean value.
start_date	input to ts() argument start

Value

simulated series as a ts object

Examples

y = sim_airline(theta = .9, seasonal_theta = .9)

jlivsey/livsey documentation built on Oct. 17, 2024, 3:18 a.m.