sarima.Sim {CombMSC} | R Documentation |
Generates data from a SARIMA model specified by a numeric vector of length 6.
sarima.Sim(n = 20, period = 12, model, seasonal, rand.Gen.Fun = rnorm, rand.Gen.Seas = rnorm)
n |
Number of data points to generate, given in terms of the number of periods. |
period |
Length of the period (e.g., for yearly data, this should be 12.) |
model |
A list containing the AR, I, and MA components. |
seasonal |
A list containing the seasonal AR, I, and MA components. |
rand.Gen.Fun |
The function which generates the innovations for the nonseasonal components |
rand.Gen.Seas |
The function which generates the innovations for the seasonal components |
Based on code by Vincent Zoonekynd, licensed under the Creative Commons License.
Andrew K. Smith