arimaSim: ARIMA process realization

In jrevenaugh/TSAUMN: Time Series Analysis Tools Used in ESCI5201 at the University of Minnesota

Description

Produce realization of an ARIMA process using arima.sim.

Usage

arimaSim(n = 64, ar = NULL, ma = NULL, int = 0, ...)

Arguments

n	number of output samples
ar	vector of ar coefficients; defaults to NULL (ignored)
ma	vector of ma coefficients; defaults to NULL (ignored)
int	integration order, a non-negative integer; defaults to 0 (no integration)
...	other arguments passed to arima.sim. sd is the most useful

Value

ts object with n + int samples.

Examples

a <- arimaSim( n = 100, ar = 0.9, int = 1 )
plot( a )
b <- arimaSim( n = 100, ma = c( 0.5, 0.1 ), ar = c( -0.2 ) )
plot( b )

jrevenaugh/TSAUMN documentation built on Nov. 8, 2019, 2:20 p.m.