Qt_data {mlrv}

Simulate data from time-varying trend model

Description

Simulate data from time-varying trend model

Usage

Qt_data(T_n, param)

Arguments

T_n

integer, sample size

param

a list of parameters

• tw double, squared root of variance of the innovations

• rate double, magnitude of non-stationarity

• center double, the center of the ar coefficient

• ma_rate double, ma coefficient

Value

a vector of non-stationary time series

Examples

param = list(d = -0.2,  tvd = 0, tw = 0.8, rate = 0.1, center = 0.3, ma_rate =  0, cur = 1)
data = Qt_data(300, param)