Create an White Noise (WN) Process

Sets up the necessary backend for the WN process.

WN(sigma2 = NULL)

Arguments

sigma2

A double value for the variance, \(\sigma ^2\), of a WN process.

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "WN"

theta

\(\sigma\)

plength

Number of Parameters

print

String containing simplified model

desc

y desc replicated x times

obj.desc

Depth of Parameters e.g. list(1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Note

In this process, \(Y_t\) is iid from a zero mean normal distribution with variance \(\sigma^2\)

Author

James Balamuta

Examples

WN()
WN(sigma2=3.4)