mistat (version 2.0.3)

ARMA: Random realization of ARMA prcess

Description

Creates a random realization an of ARMA prcess.

Usage

ARMA(n, a, b)

Arguments

n

length of the ARMA process to be generated.

a

vector p of parameters.

b

vector q of parameters.

Value

a vector with values from the simulated AMRA process of lenght n + max(p, q)

See Also

predARMA

Examples

# NOT RUN {
ARMA(100,c(0.1, 0.2, 0.3), c(0.1, 0.2))
# }