[R] Simulation of Timeseries

beimfohr@dorf.wh.uni-dortmund.de beimfohr at dorf.wh.uni-dortmund.de
Fri Nov 17 15:57:18 CET 2000


Hello,

I try to simulate an ARMA-model using R, but I didn't find any function
to generate such timeseries.
In Splus there is the function arima.sim which generates AR-, MA- and
ARIMA-series. Is there any similar in R?

Best regards,

Frank Beimfohr


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