RW {simts}

Create an Random Walk (RW) Process

Description

Sets up the necessary backend for the RW process.

Usage

RW(gamma2 = NULL)

Arguments

gamma2

A double value for the variance \gamma ^2

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "RW"

theta

\sigma

plength

Number of parameters

print

String containing simplified model

desc

y desc replicated x times

obj.desc

Depth of parameters e.g. list(1)

starting

Guess starting values? TRUE or FALSE (e.g. specified value)

Note

We consider the following model:

Y_t = \sum\nolimits_{t=0}^{T} \gamma_0*Z_t

where Z_t is iid and follows a standard normal distribution.

Author(s)

James Balamuta

Examples

RW()
RW(gamma2=3.4)