generate_coef: Generate coefficients for a STARMA stationary process

In mrfoliveira/Evaluation-procedures-for-forecasting-with-spatio-temporal-data: Evaluation procedures for forecasting with spatio-temporal data

Description

Generate coefficients for a STARMA stationary process

Usage

generate_coef(coef_specs = list(c_10 = c(-2, 2), c_11 = c(-2, 2), c_20 =
  c(-1, 1), c_21 = 0), type = "STAR", ndigits = 3)

Arguments

coef_specs	A named list of coefficient specifications for the models. Each slot in the list should itself contain a named list with slots c_10, c_11, c_20, c_21 containing either a number which will be used directly for the coefficient of that order in the AR and/or the MA components of the model, or a vector specifying an interval whithin which a coefficient will be randomly generated.
type	A vector of the types of STARMA models to be used for data generation. Should be STAR,STARMA,NL_STAR or STMA.
ndigits	Number of digits to keep when rounding coefficients

Value

A vector of stationary coefficients generated with names phi_10, phi_11, phi_20, phi_21, theta_10, theta_11, theta_20, theta_21 and FUN.

See Also

starma_stat_check

mrfoliveira/Evaluation-procedures-for-forecasting-with-spatio-temporal-data documentation built on April 11, 2021, 10:50 a.m.