leegarma_sim: LEEG-ARMA Generating of Bounded Time Series

In rdmatheus/leegarma:

Description

Generation of LEEG-ARMA process values with possible regression variables.

Usage

leegarma_sim(n, model = NULL, X = NULL, alpha, delta, freq = 1, link = "logit")

Arguments

n	A strictly positive integer given the lenght of output series.
model	A list with component ar and/or ma giving the AR and MA coefficients, respectively. Optionally, a component beta can be used to pass the coefficient vector associated with explanatory variables (without intercept).
X	Optionally, a vector or matrix of explanatory variables, which must have number of rows equals to n.
alpha	Intercept.
delta	Dispersion parameter, which must be greater than zero.
freq	The number of observations per unit of time (default: freq = 1).
link	Character specification of the link function for the median model (mu). Currently, "logit", "probit", "cloglog", and "cauchit" are supported.

Value

Returns an object of class ts, which has an ARMA structure.

Author(s)

Diego R. Canterle

Rodrigo M. R. Medeiros <[e-mail]>

rdmatheus/leegarma documentation built on Sept. 19, 2020, 1:31 a.m.