ts_arima_simulator {healthyR.ts}R Documentation

Simulate ARIMA Model

Description

Returns a list output of any n simulations of a user specified ARIMA model. The function returns a list object with two sections:

The data section of the output contains the following:

The plots section of the output contains the following:

Usage

ts_arima_simulator(
  .n = 100,
  .num_sims = 25,
  .order_p = 0,
  .order_d = 0,
  .order_q = 0,
  .ma = c(),
  .ar = c(),
  .sim_color = "steelblue",
  .alpha = 0.05,
  .size = 1,
  ...
)

Arguments

.n

The number of points to be simulated.

.num_sims

The number of different simulations to be run.

.order_p

The p value, the order of the AR term.

.order_d

The d value, the number of differencing to make the series stationary

.order_q

The q value, the order of the MA term.

.ma

You can list the MA terms respectively if desired.

.ar

You can list the AR terms respectively if desired.

.sim_color

The color of the lines for the simulated series.

.alpha

The alpha component of the ggplot2 and plotly lines.

.size

The size of the median line for the ggplot2

...

Any other additional arguments for stats::arima.sim

Details

This function takes in a user specified arima model. The specification is passed to stats::arima.sim()

Value

A list object.

Author(s)

Steven P. Sanderson II, MPH

See Also

https://www.machinelearningplus.com/time-series/arima-model-time-series-forecasting-python/

Other Simulator: ts_forecast_simulator()

Examples

output <- ts_arima_simulator()
output$plots$static_plot


[Package healthyR.ts version 0.3.0 Index]