armaGen: Generate Autoregressive Moving-average Model
Description
Generate an Autoregressive Moving-average time series modelUsage
armaGen(npts=1024,dt=1,m=0,std=1,rhos=c(0.9),thetas=c(0),genplot=T,verbose=T)
Arguments
npts
Number of time series data points.
m
Mean value of final time series.
std
Standard deviation of final time series.
rhos
Vector of AR coefficients for each order.
thetas
Vector of MA coefficients for each order.
genplot
Generate summary plots? (T or F)
verbose
Verbose output? (T or F)