Usage
makeTSnoise(sampleT,p,lags,noise=NULL, rng=NULL, Cov=NULL, sd=1,
noise.model=NULL, noise.baseline=0,
tf=NULL, start=NULL,frequency=NULL)Arguments
sampleT
an integer indicating the number of periods.
p
an integer indicating the number of series.
lags
an integer indicating the number of periods prior to the sample
(initial data w0) for which random numbers should be generated. This is
useful in ARMA models.
noise
Noise can be supplied. Otherwise it will be generated.
If supplied it should be a list as described below under returned value.
Cov
The covariance of the noise process. If this is specified then sd
is ignored. A vector or scalar is treated as a diagonal matrix. For an object of class
TSestModel, if neither Cov nor sd are specified, then Cov is set to
the estimated
sd
The standard deviation of the noise. This can be a vector.
noise.model
A TSmodel to be used for generating noise (not yet
supported by SS methods).
noise.baseline
a constant or matrix to be added to noise. Alternately this
can be a vector of length p, each value of which is treated as a constant to
add to the coresponding noise series.
rng
The random number generator information needed to
regenerate a simulation.
tf
a time frame to use for the generated matrix. (alternately
use start and frequency)
start
a time start date to use for the generated matrix.
frequency
a time frequency to use for the generated matrix.