poinar.sim: Function poinar.sim

In projecttsinteger/tsintegerpackage: Time series of counts analysis

Description

Simulate from an INAR model

Usage

poinar.sim(n, order.max, alpha, lambda, n.start = NA)

Arguments

n	the length of outputs series. A strictly positive integer.
order.max	the integer component p is the INAR order.
alpha	a vector of INAR coefficients.
lambda	the mean of the poisson distribution.
n.start	the length of 'burn-in' period. If na, the default, a reasonable valve is computed.

Value

A time-series object of class "ts".

References

Du, J.G. and Li,Y. (1991). The integer-valued autorregressive (INAR(p)) model. Journal of time series analysis. 12, 129–142.

See Also

poinar

Examples

# A Poisson INAR simulation
ts.sim <- poinar.sim(n = 100, order.max = 2, alpha = c(0.1,0.4),lambda = 2, n.start=200)
ts.plot(ts.sim)

projecttsinteger/tsintegerpackage documentation built on May 26, 2019, 8:34 a.m.