White noise model in R

Question

What is white noise model and how do I stimulate it?

Answer 1

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)