sim.tfm {tfarima}

Time series simulation form an ARIMA or TF model

Description

sim generates a random time series from an object of class um or tfm.

Usage

## S3 method for class 'tfm'
sim(mdl, n = 100, y0 = NULL, seed = NULL, ...)

sim(mdl, ...)

## S3 method for class 'um'
sim(
  mdl,
  n = 100,
  z0 = NULL,
  n0 = 0,
  a = NULL,
  seed = NULL,
  envir = parent.frame(),
  ...
)

Arguments

mdl

an object of class um or tfm.

n

number of observations.

y0

initial conditions for the nonstationary series.

seed

an integer.

...

other arguments.

z0

initial conditions for the nonstationary series.

n0

remove the n0 first observation, integer.

a

vector of innovations, optional.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Value

An object of class ts.