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artfima (version 1.2)

artSim: Simulation of stationary ARTFIMA

Description

Simulation of stationary ARTFIMA or bootstrap a fitted model.

Usage

artSim(obj = NULL, n = 100, d = 0, lambda = 0, phi = numeric(0), 
    theta = numeric(0), mean = 0, sigma2 = 1)

Arguments

Value

  • vector of length n, the simulated time series

References

TBA

Examples

Run this code
artSim(d=0.4, lambda=0.1)

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