gen_generic_sarima {simts} | R Documentation |
Generate Generic Seasonal Autoregressive Order P - Moving Average Order Q (SARMA(p,q)x(P,Q)) Model
Description
Generate an ARMA(P,Q) process with supplied vector of Autoregressive Coefficients (\phi
), Moving Average Coefficients (\theta
), and \sigma^2
.
Usage
gen_generic_sarima(N, theta_values, objdesc, sigma2 = 1.5, n_start = 0L)
Arguments
N |
An |
theta_values |
A |
objdesc |
A |
sigma2 |
A |
n_start |
An |
Details
The innovations are generated from a normal distribution.
The \sigma^2
parameter is indeed a variance parameter.
This differs from R's use of the standard deviation, \sigma
.
Value
A vec
that contains the generated observations.
[Package simts version 0.2.2 Index]