arimas_monte: Run Monte Carlo Simulation of Multiple ARIMA Models

In walkerjeffd/weathergen: Daily weather generator for performing a climate stress test.

Run Monte Carlo Simulation of Multiple ARIMA Models

Description

Run Monte Carlo Simulation of Multiple ARIMA Models

Usage

arimas_monte(models, n, n.iter)

Arguments

models	list of arima model objects (e.g. noise and wavelet components)
n	number of simulation timesteps
n.iter	number of monte carlo iterations

Examples

library(forecast)
models <- list(COMPONENT=auto.arima(sin(1:50)+rnorm(50)+10, max.p=2, max.q=2, max.P=0, max.Q=0, stationary=TRUE),
               NOISE=auto.arima(rnorm(50), max.p=2, max.q=2, max.P=0, max.Q=0, stationary=TRUE))
arimas_monte(models, n=40, n.iter=100)

walkerjeffd/weathergen documentation built on July 26, 2022, 7:20 a.m.