[R] Simulation of Timeseries

[Prof Brian Ripley]

> From: beimfohr at dorf.wh.uni-dortmund.de
> Date: Fri, 17 Nov 2000 15:57:18 +0100 (CET)
> 
> 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?

See ?filter in package ts.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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