Simple Models

Author

Dr. Cohen

Simple models are the basics blocks for more complicated time series models

library(itsmr)

Normal Noise - iid

w = rnorm(500,mean=0,sd=1)
plot.ts(w, main="IID Noise")

plota(w)

Random Walk

w = rnorm(500,mean=0,sd=1)
s = cumsum(w)
plot.ts(s, main="Random Walk")

plota(s)