arima.sim {stats}  R Documentation 
Simulate from an ARIMA model.
arima.sim(model, n, rand.gen = rnorm, innov = rand.gen(n, ...), n.start = NA, start.innov = rand.gen(n.start, ...), ...)
model 
A list with component 
n 
length of output series, before undifferencing. A strictly positive integer. 
rand.gen 
optional: a function to generate the innovations. 
innov 
an optional times series of innovations. If not
provided, 
n.start 
length of ‘burnin’ period. If 
start.innov 
an optional times series of innovations to be used
for the burnin period. If supplied there must be at least

... 
additional arguments for 
See arima
for the precise definition of an ARIMA model.
The ARMA model is checked for stationarity.
ARIMA models are specified via the order
component of
model
, in the same way as for arima
. Other
aspects of the order
component are ignored, but inconsistent
specifications of the MA and AR orders are detected. The
undifferencing assumes previous values of zero, and to remind the
user of this, those values are returned.
Random inputs for the ‘burnin’ period are generated by calling
rand.gen
.
A timeseries object of class "ts"
.
require(graphics) arima.sim(n = 63, list(ar = c(0.8897, 0.4858), ma = c(0.2279, 0.2488)), sd = sqrt(0.1796)) # mildly longtailed arima.sim(n = 63, list(ar = c(0.8897, 0.4858), ma = c(0.2279, 0.2488)), rand.gen = function(n, ...) sqrt(0.1796) * rt(n, df = 5)) # An ARIMA simulation ts.sim < arima.sim(list(order = c(1,1,0), ar = 0.7), n = 200) ts.plot(ts.sim)