CombMSC (version 1.4.2.1)

sarima.Sim: Simulate from a specified SARIMA model

Description

Generates data from a SARIMA model specified by a numeric vector of length 6.

Usage

sarima.Sim(n = 20, period = 12, model, seasonal, rand.Gen.Fun = rnorm, rand.Gen.Seas = rnorm)

Arguments

n

Number of data points to generate, given in terms of the number of periods.

period

Length of the period (e.g., for yearly data, this should be 12.)

model

A list containing the AR, I, and MA components.

seasonal

A list containing the seasonal AR, I, and MA components.

rand.Gen.Fun

The function which generates the innovations for the nonseasonal components

rand.Gen.Seas

The function which generates the innovations for the seasonal components