Prof Brian D Ripley
ripley at stats.ox.ac.uk
Sat Sep 23 08:17:56 CEST 2000
On Fri, 22 Sep 2000, Alvaro A. Novo wrote:
> Before I re-invent the wheel, is there a function in R similar to S+'s
> arima.sim, i.e., a function that simulates arima processes.
> ts and tseries packages don't seem to have such function, but I may have
> overlooked it.
See the example for 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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