Simulate Seasonal ARIMA

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.

Value

a numeric vector with the simulated series.

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")