jd_airline: Randomize a time series following an airline model

In nbbrd/jdemetra-jdlight: Basic JDemetra+ toolset for seasonal adjustment

Description

Returns a time series that follows an airline model with random normal innovations.

Usage

jd_airline(len,freq,startdate,th,bth,fixed)

Arguments

len	number of observations
freq	frequency (default=12)
startdate	startdate= time of the first observation format: c(YYYY,M) default= c(2000,1)
th	regular moving average parameter (default= -.6)
bth	seasonal moving average parameter (default= -.8)
fixed	(default=TRUE)

When "fixed" is set to false, the parameters of the airline model are randomly drawn around the given parameters.

Value

returns a 'ts' object

Examples

mytimeseries <- jd_airline(120)

nbbrd/jdemetra-jdlight documentation built on May 21, 2019, 8:38 a.m.