sarima.random: Simulate Seasonal ARIMA

In palatej/rjd3modelling: Time Series Modelling Functions with 'JDemetra+ 3.0'

Simulate Seasonal ARIMA

Description

Simulate Seasonal ARIMA

Usage

sarima.random(model, length, stde = 1, tdegree = 0)

Arguments

model	a "JD3_SARIMA" model (see sarima.model() function).
length	length of the output series.
stde	the standard deviation of the normal distribution of the innovations of the simulated series. Unused if tdegree is larger than 0.
tdegree	Degrees of freedom of the T distribution of the innovations. O if normal distribution is used.

Examples

# Airline model
s_model <- sarima.model(period = 12, d =1, bd = 1, theta = 0.2, btheta = 0.2)
x <- sarima.random(s_model, length = 64)
plot(x, type = "line")

palatej/rjd3modelling documentation built on Jan. 3, 2023, 10:19 p.m.