[R] Generating AR1 data

[kjetil halvorsen]

help.search("arima.sim")
> 


gives the result:

Help files with alias or title matching `arima.sim',
type `help(FOO, package = PKG)' to inspect entry `FOO(PKG) TITLE':

arima.sim(boot)         Simulate from an ARIMA Model
arima.sim(ts)           Simulate from an ARIMA Model


Kjetil Halvorsen

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?
> 
> Yours, AB
> 
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