https://github.com/cran/dse
Tip revision: f9aa6f7ec42024ca88a37a5e6984bada0a8d3891 authored by Paul Gilbert on 07 March 2013, 08:03:12 UTC
version 2013.3-2
version 2013.3-2
Tip revision: f9aa6f7
makeTSnoise.Rd
\name{makeTSnoise}
\alias{makeTSnoise}
\title{Generate a random time series}
\description{
Generate a random time series (matrix). This is a utility typically used in a time
series model simulate method and not called directly by the user.}
\usage{
makeTSnoise(sampleT,p,lags,noise=NULL, rng=NULL, Cov=NULL, sd=1,
noise.model=NULL, noise.baseline=0,
tf=NULL, start=NULL,frequency=NULL)
}
\arguments{
\item{sampleT}{an integer indicating the number of periods.}
\item{p}{an integer indicating the number of series.}
\item{lags}{an integer indicating the number of periods prior to the sample
(initial data w0) for which random numbers should be generated. This is
useful in ARMA models.}
\item{noise}{Noise can be supplied. Otherwise it will be generated.
If supplied it should be a list as described below under returned value.}
\item{Cov}{The covariance of the noise process. If this is specified then sd
is ignored. A vector or scalar is treated as a diagonal matrix. For an object of class
TSestModel, if neither Cov nor sd are specified, then Cov is set to
the estimated covariance (\code{model$estimates$cov}).}
\item{sd}{The standard deviation of the noise. This can be a vector.}
\item{noise.model}{A TSmodel to be used for generating noise (not yet
supported by SS methods).}
\item{noise.baseline}{a constant or matrix to be added to noise. Alternately this
can be a vector of length p, each value of which is treated as a constant to
add to the coresponding noise series.}
\item{rng}{The random number generator information needed to
regenerate a simulation.}
\item{tf}{a time frame to use for the generated matrix. (alternately
use start and frequency)}
\item{start}{a time start date to use for the generated matrix.}
\item{frequency}{a time frequency to use for the generated matrix.}
}
\value{A time series matrix.}
\keyword{internal}