

arma(timeslab)                               R Documentation

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_D_e_s_c_r_i_p_t_i_o_n_:

     Form Plots Illustrating Patterns in ARMA Processes

_U_s_a_g_e_:

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

_A_r_g_u_m_e_n_t_s_:

   alpha: Array of length {`p'} containing AR coefficients
          $lpha$.

    beta: Array of length {`q'} containing MA coefficients
          $eta$.

       x: An ARMA process.

    iopt: Integer indicating which part of the ARMA process
          is to be simulated.  ${t{iopt}=0}$ means to use
          input alpha, beta and x,  ${t{iopt}=1}$ means to
          use input alpha and beta and simulate x, and
          ${t{iopt}=2}$ means to simulate alpha, beta and x.

       p: Integer containing order $p$ of the array $lpha$.

       q: Integer containing order $q$ of the array $eta$.

    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.

_V_a_l_u_e_:

        : `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.

