armadt(timeslab)R Documentation

Simulate Data from an ARMA Process

Description

Simulate Data from an ARMA Process

Usage

armadt(alpha,beta,rvar,n,seed=0)

Arguments

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.


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