arma.sim {uotm}

Generate Random Time Series Sequence.

Description

This function is to generate a time series sequence.

Usage

arma.sim(ars, mas, nobs, c = 0, sigma = 1, seed = NA)

Arguments

ars

AR part.

mas

MA part.

nobs

Length of time series sequence.

c

Constant.

sigma

The standrad error.

seed

Set seed.

Value

The arma.sim method returns an object of class “Time Series”.

Examples

ts <- arma.sim(ars = c(-0.9, -1.4, -0.7, -0.6), mas = c(0.5, -0.4), nobs = 100)