[R] arima.sim with a periodic model

Philip philip at sctkjeld.dk
Mon Jan 1 14:12:34 CET 2007


Hi all.

I have a periodiv arma model and I want to simulate it. In S-plus, the 
following works for me:

phi <- 0.9
theta <- 0
p <- 1 # period
model <- list(ar=phi, ma=theta, period=p)
Yt <- arima.sim(model, n=250)

How do I do something like this "period=12" in R? I read help(arima.sim) 
but it doesn't tell.


Thanks! Philip.



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