[R] generating time series data

[ripley@stats.ox.ac.uk]

library(ts)
?arima.sim

Same name but not quite the same usage as S-PLUS (not S).

On Mon, 26 Aug 2002, Carsten Botts wrote:

> To whom it may concern,
>
> 	I am interested in generating data from an ARMA(p,q) process in R.   I
> know that there are functions in S which allow for this, but I don't
> know if such functions exist in R.   Do they?   And if so, what are
> those functions?

-- 
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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