gmwmx2 (version 0.0.5)

generate: Generate a time series from a time_series_model or sum_model object

Description

Generate a time series from a time_series_model or sum_model object

Usage

generate(object, n, seed = NULL, ...)

Value

A generated_time_series (single model) or generated_composite_model_time_series (sum model).

Arguments

object

A time_series_model or sum_model.

n

Length of series to generate.

seed

Optional integer seed for reproducibility.

...

Passed to method.

Examples

# Single model
m1 <- ar1(phi = 0.8, sigma2 = 1)
y1 <- generate(m1, n = 200, seed = 123)
plot(y1)

# Composite model
m2 <- wn(sigma2 = 1) + pl(kappa = 0.3, sigma2 = 2)
y2 <- generate(m2, n = 200, seed = 123)
plot(y2)