[R] Help with arima.sim
Christopher Gürke
christopher.guerke at gmx.de
Sat Jul 12 09:48:05 CEST 2008
Hey,
as a bloddy beginner in R I want to simulate a Arima (2,1,0) process with R.
My problem is, that I don't know how to specify the AR.
For a ARIMA(1,1,0) I use the following syntax: S <-
arima.sim(list(order=c(1,1,0), ar=0.9), n=100).
I think it is a stupid question with an easy answer. But when I google
the only results are arima.sim for an ARIMA (1,1,0).
Regards,
Chris
--
Christopher Gürke
Eschersheimer Landstr. 38
60322 Frankfurt am Main
+49 (69) 200 175 91
+49 (179) 488 56 28
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