[R] Generating AR1 data
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Thu Oct 10 12:26:58 CEST 2002
On Thu, 10 Oct 2002, Andy Bunn wrote:
> Hi, Is there an easy way to generate data with temporal autocorrelation? I
> want to generate data with something like rnorm where I can specify the
> mean, variance and time lag. Does such a thing exist?
arima.sim 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
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
More information about the R-help
mailing list