[R] arima.sim

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:

> Hi,
> 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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