White noise model in R

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What is white noise model and how do I stimulate it?
Jul 10, 2018 in Data Analytics by CodingByHeart77
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The white noise (WN) model is a basic time series model.It is the simplest example of a stationary process.

A white noise model has:

  • A fixed constant mean
  • A fixed constant variance
  • No correlation over time

Simulating a white noise model in R:

arima.sim(model=list(order=c(0,0,0)),n=50)->wn
ts.plot(wn)
answered Jul 10, 2018 by darklord
• 6,140 points

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