simARIMA: Simulate data from an ARIMA model

In statmanrobin/ts343AJ: Time Series Functions and Data for Stat 343

Simulate data from an ARIMA model

Description

Simulate data from an ARIMA model

Usage

simARIMA(n = 100, delta = 0, phi = NULL, d = 0, theta = NULL, sderror = 1)

Arguments

n	Length of the series to simulate
delta	Constant term (delta)
phi	AR coefficients (use c( ) to enter more than one)
d	Number of differences (default is d=0)
theta	Moving average coefficients (use c( ) to enter more than one)
sderror	Standard deviation of the error term

Value

A time series simulated from the ARIMA(p,d,q) model

statmanrobin/ts343AJ documentation built on May 23, 2022, 4:34 p.m.