Make a Time Series Function — make_ts

Build a function that generates a time series with known functions. The value of variable $x(t)$ is computed as a product of four configurable elements:

$\bar x$: a mean value
$S(t)$: a seasonal pattern
$T(t)$: a trend
$K(t)$: a shock

$$x(t) = \bar x \times S(t) \times T(t) \times K(t)$$

The component functions are specified by passing parameters for make_function:

season_par creates $S(t)$ or F_season (eg, using makepar_F_sin)
trend_par creates $T(t)$ or F_trend (eg, using makepar_F_spline)
shock_par creates $K(t)$ or F_shock (eg, using makepar_F_sharkbite)

Usage

make_ts_function(
  options = list(),
  N = 1,
  scale = 1,
  season_par = list(),
  trend_par = list(),
  shock_par = list()
)

Arguments

options: configurable options
N: the length of the return value
scale: scale parameter, usually the average
season_par: seasonality function for
trend_par: trend function parameters
shock_par: trend function parameters

Value

a function