Generate an ARMA(P,Q) process with supplied vector of Autoregressive Coefficients (\(\phi\)), Moving Average Coefficients (\(\theta\)), and \(\sigma^2\).
gen_generic_sarima(N, theta_values, objdesc, sigma2 = 1.5,
n_start = 0L)An integer for signal length.
A vec containing the parameters for (S)AR and (S)MA.
A vec that contains the +.ts.model's obj.desc field.
A double that contains process variance.
An unsigned int that indicates the amount of observations to be used for the burn in period.
An integer that contains a seasonal id.
A vec that contains the generated observations.
The innovations are generated from a normal distribution. The \(\sigma^2\) parameter is indeed a variance parameter. This differs from R's use of the standard deviation, \(\sigma\).