gen.garma.wge {tswge}

Function to generate a GARMA realization

Description

This function calls gen.geg.wge and arima.sim

Usage

gen.garma.wge(n,u,lambda,phi = 0,theta=0,trun=300000,burn_in=600,vara=1,plot=TRUE,sn=0)

Arguments

n

the realization length to be generated

u

Parameter u in the GARMA model given in (11.16) of Woodward, Gray, and Elliott text

lambda

Parameter lambda in the GARMA model given in (11.16) of Woodward, Gray, and Elliott text

phi

vector of AR parameters of ARMA part of GARMA model

theta

vector of MA parameters of ARMA part of GARMA model using signs as given ijn the Woodward, Grayu, and Elliott text

trun

the truncation point of the infinite GLP form

burn_in

is the burning-in period for the simulation

vara

White noise variance, default=1

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 generates and (optionally plots) an GARMA realization

Author(s)

Wayne Woodward

References

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

Examples

gen.garma.wge(n=100, u=.8,lambda=.4,phi=.9)