sim.urarima {SLBDD}

Generate Unit-root ARIMA Possibly Seasonal Time Series

Description

Generate Unit-root ARIMA, possibly, seasonal time series.

Usage

sim.urarima(
  T = 300,
  ar = c(0.5),
  ma = c(-0.5),
  d = 1,
  sar = NULL,
  sma = NULL,
  D = 0,
  period = 12,
  ini = 200,
  df = 50
)

Arguments

T

Number of observations.

ar

Vector with the autoregressive coefficients. Default value is 0.5.

ma

Vector with the moving average coefficients. Default value is -0.5.

d

Order of first-differencing. Default value is 1.

sar

Seasonal autoregressive coefficients. Default is NULL.

sma

Seasonal moving average coefficients. Default is NULL.

D

Order of seasonal differencing. Default value is 0.

period

Seasonal period. Default value is 12.

ini

Length of ‘burn-in’ period. Default value is 200.

df

If df \geq 50 random generation for the Normal distribution, if df < 50 random generation for the t distribution with df degrees of freedom. Default value is 50.

Value

A time series vector.

Examples

x <- sim.urarima()