gen.geg.wge {tswge}

Function to generate a Gegenbauer realization

Description

This function calls macoef.wge

Usage

gen.geg.wge(n, u, lambda, trun = 300000,  vara=1 ,sn = 0)

Arguments

n

the realization length to be generated

u

Parameter u in the Gegenbauer model given in (11.12) of Woodward, Gray, and Elliott text

lambda

Parameter lambda in the Gegenbauer model given in (11.12) of Woodward, Gray, and Elliott text

trun

the truncation point of the infinite GLP form

vara

White noise variance, default=1

sn

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

Details

This function is called by gen.garma.wge and does not have a burn-in time. Thus, we recommend using est.garma.wge for generating realizations from a Gegenbauer model.

Value

This function generates a Gegenbauer realization

Author(s)

Wayne Woodward

References

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

Examples

gen.geg.wge(n=100, u=.8,lambda=.4)