gen.arima.wge {tswge}

Function to generate an ARIMA (or ARMA) realization

Description

This function calls arima.sim but with more simple parameter structure for stationary ARIMA (or ARMA) models

Usage

gen.arima.wge(n, phi=0, theta=0, d=0,s=0,mu=0,vara=1,plot=TRUE,sn=0)

Arguments

n

Length of realization to be generated

phi

Vector of AR coefficients

theta

Vector of MA coefficients

d

Order of the difference

s

Seasonal order

vara

White noise variance, default=1

mu

Theoretical mean of data in x, default=0

plot

Logical: TRUE=plot, FALSE=no plot

sn

determines the seed used in the simulation. sn=0 produces new/random realization each time. sn=positive integer produces same realization each time

Value

This function simply generates and (optionally plots) an ARIMA (or ARMA) realization

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

gen.arima.wge(n=100, phi=c(1.6,-.9), theta=.8, d=1, vara=1, plot=TRUE)