refers to the generation of normal innovations. Will generate a time series of length n from the specified SARIMA model using simplified input. In addition, rand.gen may be overridden using a preset sequence of innovations specifying innov (see details and examples). For rand.gen, the standard deviation of the innovations generated by rnorm can be specified by sd or the mean by mean (see details and examples). If NA (the default) a reasonable value is selected.Īdditional arguments applied to the innovations. Length of burn-in (a non-negative integer). Optional a function to generate the innovations (defaults to normal)Īn optional times series of innovations. ![]() Seasonal period (does not have to be specified) Order of seasonal difference (does not have to be specified)Ĭoefficients of SMA component (does not have to be specified) Order of regular difference (does not have to be specified)Ĭoefficients of MA component (does not have to be specified)Ĭoefficients of SAR component (does not have to be specified) ![]() Coefficients of AR component (does not have to be specified)
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