Returns a list output of any n
simulations of a user specified
ARIMA model. The function returns a list object with two sections:
data
plots
The data section of the output contains the following:
simulation_time_series object (ts format)
simulation_time_series_output (mts format)
simulations_tbl (simulation_time_series_object in a tibble)
simulations_median_value_tbl (contains the
stats::median()
value of the simulated data)
The plots section of the output contains the following:
static_plot The
ggplot2
plotplotly_plot The
plotly
plot
Arguments
- .n
The number of points to be simulated.
- .num_sims
The number of different simulations to be run.
- .order_p
The p value, the order of the AR term.
- .order_d
The d value, the number of differencing to make the series stationary
- .order_q
The q value, the order of the MA term.
- .ma
You can list the MA terms respectively if desired.
- .ar
You can list the AR terms respectively if desired.
- .sim_color
The color of the lines for the simulated series.
- .alpha
The alpha component of the
ggplot2
andplotly
lines.- .size
The size of the median line for the
ggplot2
- ...
Any other additional arguments for stats::arima.sim
Details
This function takes in a user specified arima model. The specification
is passed to stats::arima.sim()