ftsspec (version 1.0.0)

Simulate_new_MA: Simulate a new Moving Average (MA) vector time series and return the time series

Description

Simulate a new Moving Average (MA) vector time series and return the time series

Usage

Simulate_new_MA(a, T.len, noise.type, DEBUG = FALSE)

Arguments

a

Array, returned by Generate_filterMA, containing the filter of the MA process

T.len

Numeric, the length of the time series to generate

noise.type

the type of noise that is driving the MA process. See Details section.

DEBUG

Logical, for outputting information on the progress of the function

Value

• A T.len x dim(a)[1] matrix, where each column corresponds to a coordinate of the vector time series

Examples

ma.scale1=c(-1.4,2.3,-2)
a1=Generate_filterMA(6, 6, MA.len=3, ma.scale=ma.scale1)
X=Simulate_new_MA(a1, T.len=512, noise.type='wiener')
plot.ts(X)