rma: Moving avarege process
Description
Generates \(n\) observations of a \(d\)-dimensional moving average process with operators A, i.e.
$$ Y_t = \sum_{i \in L_A} A_i X_t $$,
where L_A is a set of lags on which operators A_i are defined.
Usage
rma(n, d, A, noise = NULL)
Arguments
n
number of observations to generate
d
number of dimensions of the process
A
time domain object describing operators