\Header{makeTSnoise}{Generate a random time series}
\keyword{internal}{makeTSnoise}
\begin{Description}\relax
Generate a random time series (matrix). This is a utility typically used in a time
series model simulate method and not called directly by the user.
\end{Description}
\begin{Usage}
\begin{verbatim}
    makeTSnoise(sampleT,p,lags,noise=NULL, rng=NULL,
             SIGMA=NULL, sd=1, noise.model=NULL, noise.baseline=0,
             tf=NULL, start=NULL,frequency=NULL)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{sampleT}] an integer indicating the number of periods.
\item[\code{p}] an integer indicating the number of series.
\item[\code{lags}] an integer indicating the number of periods prior to the sample
(initial data w0) for which random numbers should be generated. This is
useful in ARMA models.
\item[\code{noise}] Noise can be supplied. Otherwise it will be generated.
If supplied it should be a list as described below under returned value.
\item[\code{SIGMA}] The covariance of the noise process. If this is specified then sd
is ignored. A vector or scalar is treated as a diagonal matrix. For an object of class
TSestModel, if neither SIGMA nor sd are specified, then SIGMA is set to
the estimated covariance (\code{model\$estimates\$cov}).
\item[\code{sd}] The standard deviation of the noise. This can be a vector.
\item[\code{noise.model}] A TSmodel to be used for generating noise (not yet
supported by SS methods).
\item[\code{noise.baseline}] a constant or matrix to be added to noise. Alternately this
can be a vector of length p, each value of which is treated as a constant to
add to the coresponding noise series.
\item[\code{rng}] The random number generator information needed to
regenerate a simulation.
\item[\code{tf}] a time frame to use for the generated matrix. (alternately
use start and frequency)
\item[\code{start}] a time start date to use for the generated matrix.
\item[\code{frequency}] a time frequency to use for the generated matrix.
\end{ldescription}
\end{Arguments}
\begin{Value}
A time series matrix.\end{Value}

