[R] Simulate ARMA(1,1) process

[Prof Brian Ripley]

On Sun, 24 Jun 2001, Maximino Ameneiro Gomez wrote:

> Hi sirs,
>
> I'm a newbie in R. I'm very interested in time series.
>
> I would like to simulate an ARMA(1,1) process with/without constant.
>
> How can I do this?

library(ts)
?filter
Look at the examples

-- 
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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