gen.arma.wge {tswge}

Function to generate an ARMA realization

Description

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

Usage

gen.arma.wge(n, phi=0, theta=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

vara

White noise variance, default=1

mu

Theoretical mean, 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 ARMA realization

Author(s)

Wayne Woodward

References

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

Examples

gen.arma.wge(n=100, phi=c(1.6,-.9), theta=.8, mu=50,vara=1, plot=TRUE)