tvar2sim {lpacf} | R Documentation |
Simulates a realization from a TVAR(2) model where
both parameters move from -1.1 to 0.5 in equal steps
over 512 time points. The realization is of length 512.
The innovations are normally distributed with mean zero and
standard deviation of sd
.
tvar2sim(sd = 1)
sd |
This is the standard deviation of the Gaussian innovation. |
This function is easily converted into one that does the same thing but for a different sample size.
A realization of the aforementioned TVAR(2) process.
Guy Nason.
#
# Generate realization from the TVAR(2) process
#
x <- tvar2sim()
#
# Maybe plot it
#
ts.plot(x)