my goal is to create a simulated time series composed of three time series each with the same $p,d,q$ but with different standard deviations then fit an arima (which will not fit by design). i.e i want to make a heteroskedastic time series in R. here's my problem my $R$ coding is terrible and so far i can create the three component series but merging them wont let me fit an arima as the resulting series looks like this:
Time Series:
Start $= 1 $
End $= 150 $
Frequency $= 1$
tssd2 lagsd5 lagsd7
1 13.372035 NA NA
2 8.824530 NA NA
3 9.839556 NA NA
4 8.364246 NA NA
5 10.417347 NA NA
6 9.762639 NA NA
7 9.613973 NA NA
8 10.524904 NA NA
9 10.219140 NA NA
10 11.817886 NA NA
11 11.931814 NA NA
12 11.192222 NA NA
13 7.849955 NA NA
14 9.166595 NA NA
15 7.709941 NA NA
16 7.270403 NA NA
17 9.227334 NA NA
18 7.620949 NA NA
19 8.424921 NA NA
20 9.229309 NA NA
21 7.133997 NA NA
22 6.906854 NA NA
23 7.268167 NA NA
24 7.415594 NA NA
25 5.547073 NA NA
26 6.558708 NA NA
27 6.872302 NA NA
28 8.928793 NA NA
29 9.559935 NA NA
30 11.171813 NA NA
31 7.947032 NA NA
32 8.181449 NA NA
33 9.500626 NA NA
34 6.868109 NA NA
35 7.448251 NA NA
36 6.720343 NA NA
37 7.977832 NA NA
38 10.942365 NA NA
39 10.409160 NA NA
40 10.920467 NA NA
41 9.717640 NA NA
42 11.699293 NA NA
43 10.796548 NA NA
44 8.462440 NA NA
45 10.024658 NA NA
46 11.116045 NA NA
47 10.488177 NA NA
48 8.259003 NA NA
49 9.461125 NA NA
50 10.367036 NA NA
51 NA 6.4219875 NA
52 NA 11.0830306 NA
53 NA 14.5777664 NA
54 NA 19.6244908 NA
55 NA 11.9813102 NA
etc what can i do to make it into one long time series?