Simulate Seasonal ARIMA — sarima_random • rjd3toolkit

Simulate Seasonal ARIMA

Usage

sarima_random(model, length, stde = 1, tdegree = 0, seed = -1)

Arguments

model: a "JD3_SARIMA" model (see sarima_model() function).
length: length of the output series.
stde: deviation of the normal distribution of the innovations of the simulated series. Unused if tdegree is larger than 0.
tdegree: degrees of freedom of the T distribution of the innovations. tdegree = 0 if normal distribution is used.
seed: seed of the random numbers generator. Negative values mean random seeds

Examples

# Airline model
s_model <- sarima_model(period = 12, d = 1, bd = 1, theta = 0.2, btheta = 0.2)
x <- sarima_random(s_model, length = 64, seed = 0)
plot(x, type = "l")