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tfarima (version 0.1.1)

sim.tfm: Time series simulation form an ARIMA or TF model

Description

sim generates a random time series from an object of class um or tfm.

Usage

# S3 method for tfm
sim(mdl, n = 100, y0 = NULL, seed = NULL, ...)
sim(mdl, ...)
# S3 method for um
sim(mdl, n = 100, z0 = NULL, seed = NULL, ...)

Arguments

mdl

an object of class um or tfm.

n

number of observations.

y0

initial conditions for the nonstationary series.

seed

an integer.

...

additional arguments.

z0

initial conditions for the nonstationary series.

Value

An object of class ts.