arma(timeslab) | R Documentation |
Form Plots Illustrating Patterns in ARMA Processes
arma(alpha,beta,x,iopt,p,q,rvar,n,m,seed=0)
alpha |
Array of length {p } containing AR coefficients
$Valpha$. |
beta |
Array of length {q } containing MA coefficients
$Vbeta$. |
x |
An ARMA process. |
iopt |
Integer indicating which part of the ARMA process is to be simulated. ${tt{iopt}=0}$ means to use input alpha, beta and x, ${tt{iopt}=1}$ means to use input alpha and beta and simulate x, and ${tt{iopt}=2}$ means to simulate alpha, beta and x. |
p |
Integer containing order $p$ of the array $Valpha$. |
q |
Integer containing order $q$ of the array $Vbeta$. |
rvar |
Real scalar containing error variance $&sigma^2(>0)$. |
n |
Length of the realization. |
m |
Number of autocorrelations to be calculated. |
seed |
Real scalar containing the seed for the random number generator. |
|
arma returns plots illustrating patterns in ARMA
processes and a list containing the following three items: |
alpha |
Array containing the AR coefficients. |
beta |
Array containing the MA coefficients. |
x |
The realization. |