generate_stdata: Simulate a STARMA stationary process

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

Description

Simulate a STARMA stationary process

Usage

generate_stdata(Ntimes, klist, coef, scale = FALSE, trash = 100,
  seed = NULL)

Arguments

Ntimes	Length of time series to generate
klist	A list of matrices like the ones returned by consecutive use of spdep::dnearneigh and spdep::nblag where a value higher than 0 implies that the row and column locations are neighbours
coef	A named vector of stationary stationary coefficients with names phi_10, phi_11, phi_20, phi_21, theta_10, theta_11, theta_20, theta_21 and FUN.
scale	A boolean indicating whether the data should be scaled around 0.
trash	Number of initial time series points to discard
seed	Seed to feed to starma_sim. Default is NULL.

Value

A list with two slots: coef, a vector of the coefficients actually used to generate the data; data, a matrix of spatio-temporal data (columns correspond to locations, rows to time-stamps).

@seealso starma_sim

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