arma.sim {uotm} | R Documentation |
This function is to generate a time series sequence.
arma.sim(ars, mas, nobs, c = 0, sigma = 1, seed = NA)
ars |
AR part. |
mas |
MA part. |
nobs |
Length of time series sequence. |
c |
Constant. |
sigma |
The standrad error. |
seed |
Set seed. |
The arma.sim method returns an object of class “Time Series”.
ts <- arma.sim(ars = c(-0.9, -1.4, -0.7, -0.6), mas = c(0.5, -0.4), nobs = 100)