add_arma: ARMA Component

In tsmodels/tssimulator: Time Series Simulation

ARMA Component

Description

ARMA Component

Usage

## S3 method for class 'tsissm.component'
add_arma(x, order = c(0, 0), ar = 0, ma = 0, mu = 0, ...)

add_arma(x, ...)

Arguments

x	an object of class tsissm.component or other supported class.
order	the ar and ma orders.
ar	a vector of ar coefficients.
ma	a vector of ma coefficients.
mu	the mean parameter (defaults to zero) of the ARMA process.
...	additional parameters.

Value

An object of class tsissm.component updated with the ARMA component.

tsmodels/tssimulator documentation built on April 29, 2024, 9:11 a.m.