| arima.sim {boot} | R Documentation |
Simulate from an ARIMA model.
arima.sim(n, model, rand.gen=rnorm, innov=rand.gen(n, ...), ...)
n |
length of output series. |
model |
A list with component ar and/or ma giving
the AR and MA coeffcients respectively. |
rand.gen |
optional: a function to generate the innovations. |
innov |
an optional times series of innovations. If not
provided, rand.gen is used. |
... |
additional arguments for rand.gen. |
filter is required.
Only ARMA models are currently implemented.
A time-series object of class "ts".
require(ts)
arima.sim(63, list(ar=c(0.8897,-0.4858), ma=c(-0.2279, 0.2488)),
rand.gen= function(n, ...) rnorm(n, sd=sqrt(0.1796)))