

armadt(timeslab)                             R Documentation

_S_i_m_u_l_a_t_e _D_a_t_a _f_r_o_m _a_n _A_R_M_A _P_r_o_c_e_s_s

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

     Simulate Data from an ARMA Process

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

     armadt(alpha,beta,rvar,n,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
          $eta$.

    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.

