create_simulated_arma_models.R

# Set the simulation ARMA parameters
params = c(.1, .25, .5, .75, .9, .99)

# Set the seed
set.seed(2023)

# Use a loop to simulate the ARMA models
for (i in 1:6) {
  # Simulate an AR(p) model based on each parameter
  df[,paste0('X',i)] <-arima.sim(1000, model=list(ar=params[i]))
  # Create the string version of the parameter
  param_string = as.character(params[i])
  # Change the AR(p) model column name
  colnames(df)[i] = paste0("ARMA_1_0_0",substr(param_string,3,nchar(param_string)),"_0")  
  # Simulate an MA(q) model based on each parameter
  df[,paste0('X',(i+6))] <-arima.sim(1000, model=list(ma=-params[i]))
  # Change the MA(q) model column name
  colnames(df)[(i+6)] = paste0("ARMA_0_1_0_0",substr(param_string,3,nchar(param_string)))  }

# Create an ARMA(1,1) model
df[,paste0('X',13)] <-arima.sim(1000, model=list(ar=0.3, ma=-0.3))

# Change the ARMA(1,1) model column name
colnames(df)[13] = paste0("ARMA_1_0_03_03")