gen.arma.wge | R Documentation |
This function calls arima.sim but with more simple parameter structure for stationary ARMA models
gen.arma.wge(n, phi=0, theta=0, mu=0,vara = 1,plot = TRUE,sn=0)
n |
Length of realization to be generated |
phi |
Vector of AR coefficients |
theta |
Vector of MA coefficients |
vara |
White noise variance, default=1 |
mu |
Theoretical mean, default=0 |
plot |
Logical: TRUE=plot, FALSE=no plot |
sn |
determines the seed used in the simulation. sn=0 produces new/random realization each time. sn=positive integer produces same realization each time |
This function simply generates and (optionally plots) an ARMA realization
Wayne Woodward
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
gen.arma.wge(n=100, phi=c(1.6,-.9), theta=.8, mu=50,vara=1, plot=TRUE)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.