itsmr (version 1.1)

sim: Generate synthetic observations

Description

Generate synthetic observations

Usage

sim(a, n)

Arguments

a

ARMA model

n

Number of synthetic observations required

Value

• Returns a vector of n synthetic observations.

Details

This is a wrapper function, the standard R function arima.sim does the actual simulation.

Examples

a = specify(ar=c(0,0,.99))
x = sim(a,60)
plotc(x)