armadt(timeslab) | R Documentation |
Simulate Data from an ARMA Process
armadt(alpha,beta,rvar,n,seed=0)
alpha |
Array of length $p$ containing AR coefficients $Valpha$. |
beta |
Array of length $q$ containing MA coefficients $Vbeta$. |
rvar |
Real scalar containing error variance $&sigma^2(>0)$. |
n |
Integer $(>max(p,q))$ containing the length of the realization. |
seed |
Real scalar containing the seed for the random number generator. |