multiple.acf.sim: Time Series Model Simulation and ACF Plot

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

Time Series Model Simulation and ACF Plot

Description

Simulate time series realizations, with different realization sizes, from a particular time series model and display the sample ACF functions graphically.

Usage

multiple.acf.sim(
  model = NULL,
  sample.size.vec = c(30, 60, 120),
  number.simulations = 4
)

Arguments

model	Optional list containing two components names ar and ma. These components should be vectors containing coefficianes of autoregressive and moving average parts of an ARMA model. If the list is not provided, a random model and parameters are generated.
sample.size.vec	A vector of sample sizes. Length 3 is recommended. Default is sample.size.vec=c(30, 60, 120).
number.simulations	Number of simulations. Default is number.simulations=4.

Examples

multiple.acf.sim()
multiple.acf.sim(sample.size.vec = c(50, 100, 200))

wqmeeker/RTseries documentation built on Dec. 31, 2022, 10 a.m.