arma(timeslab)R Documentation

Form Plots Illustrating Patterns in ARMA Processes

Description

Form Plots Illustrating Patterns in ARMA Processes

Usage

arma(alpha,beta,x,iopt,p,q,rvar,n,m,seed=0)

Arguments

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.

Value

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.


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