sim function

Time series simulation form an ARIMA or TF model

sim generates a random time series from an object of class um or tfm.

## S3 method for class 'tfm'
sim(mdl, n = 100, y0 = NULL, seed = NULL, ...)

sim(mdl, ...)

## S3 method for class 'um'
sim(
  mdl,
  n = 100,
  z0 = NULL,
  n0 = 0,
  a = NULL,
  seed = NULL,
  envir = parent.frame(),
  ...
)

Arguments

• mdl: an object of class um or tfm.
• n: number of observations.
• y0: initial conditions for the nonstationary series.
• seed: an integer.
• ...: other arguments.
• z0: initial conditions for the nonstationary series.
• n0: remove the n0 first observation, integer.
• a: vector of innovations, optional.
• envir: environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Returns

An object of class ts.