gen_model: Generate Time Series based on Model (Internal)

In schoi355/gmwm: Generalized Method of Wavelet Moments

Generate Time Series based on Model (Internal)

Description

Create a time series process based on a supplied ts.model.

Usage

gen_model(N, theta, desc, objdesc)

Arguments

N	An interger containing the amount of observations for the time series.
theta	A vec containing the parameters to use to generate the model
desc	A vector<string> containing the different model types (AR1, WN, etc..)
objdesc	A field<vec> contains the different model objects e.g. AR1 = c(1,1)

Value

A vec that contains combined time series.

Examples

# AR
set.seed(1336)
gen_model(1000, c(.9,1), "AR1", list(c(1,1)))

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.