[R] simulate values

[Prof Brian Ripley]

On Wed, 25 Apr 2007, Uwe Ligges wrote:

>
>
> Soare Marcian-Alin wrote:
>> Hello,
>>
>> I want to simulate 100 values of the ARMA Process with this function:
>>
>> x[i] = 0.5 * x[i-1] + 0.2 * x[i-2] + x[i] + 0.9 * x[i-1] + 0.2 * x[i-2] +
>> 0.3 * x[i-3]
>
> There is no kind of noise in your model, hence no need to do any
> simulation so far ...

My guess is that ... x[i] + 0.9 * x[i-1] + 0.2 * x[i-2] + 0.3 * x[i-3]
was meant to be for a noise series z.

In any case, to simulate an 'ARMA Process', see ?arima.sim.

>
> Uwe Ligges
>
>
>>
>> which possibilities do I have?
>>
>> Alin Soare
>>
>> 	[[alternative HTML version deleted]]
>>
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>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
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)
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