gen_model

An <code>interger</code> containing the amount of observations for the time series.

A <code>vec</code> containing the parameters to use to generate the model

theta

A <code>vector&lt;string&gt;</code> containing the different model types (AR1, WN, etc..)

desc

A <code>field&lt;vec&gt;</code> contains the different model objects e.g. AR1 = c(1,1)

objdesc

Create a time series process based on a supplied <code>ts.model</code>.

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

gen_model: Generate Time Series based on Model (Internal)

Description

Usage

Arguments

Value