simulateAutoCorrelatedUncertainty

generate synthetic timeseries

simulateAutoCorrelatedUncertainty(
  sd,
  n,
  mean = 0,
  ar = sqrt(0.5),
  arima.order = c(1, 0, 0)
)

Arguments

sd

standard deviation of the output vector

n

length of output vector

mean

mean of the output vector

ar

Autocorrelation coefficient to use for modelling uncertainty, what fraction of the uncertainties are autocorrelated? (default = sqrt(0.5); or 50 percent autocorrelated uncertainty)

arima.order

Order to use for ARIMA model used in modelling uncertainty (default = c(1,0,0))

Value

ts simulated from a from an ARIMA model with a defined mean and variance