Hello,

Yes I tried arima.sim and everything works fine. Thanks for the help!

Alin Soare

2007/4/25, Leeds, Mark (IED) <Mark.Leeds@morganstanley.com>:
>
> he's just being a wise guy bcause I'm sure you meant to have an
> epsilon_t on the end. And he
> Surely knows that also. Did you
> Check out ?arima.sim.
>
>
> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Uwe Ligges
> Sent: Wednesday, April 25, 2007 3:15 AM
> To: Soare Marcian-Alin
> Cc: R-help@stat.math.ethz.ch
> Subject: Re: [R] simulate values
>
>
>
> 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 ...
>
> Uwe Ligges
>
>
> >
> > which possibilities do I have?
> >
> > Alin Soare
> >
> >       [[alternative HTML version deleted]]
> >
> > ______________________________________________
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> > 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.
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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