Hi: I thought about it some more and arima.sim will not work because it
will add noise.
so sorry for my noise.


On Wed, Jan 25, 2012 at 3:46 PM, Mark Leeds <markleeds2@gmail.com> wrote:

> that's an AR(1) with a constant added each time so you could use arima.sim
> and add the constant in afterwards. but I don't know how that fast that is.
>
> I started to check if there was a relation cumprod wise but I didn't get
> far.
>
> z[4] = a[4]*a[3]*a[2] + a[4]*a[3] + a[4]*b[3] + b[4]
>
>
> for z[5] you multiply above by a[5] and add in b[5] but I don't see it
> being useful.
>
>
>
>
>
> On Wed, Jan 25, 2012 at 3:05 PM, Berend Hasselman <bhh@xs4all.nl> wrote:
>
>>
>> On 25-01-2012, at 21:00, Berend Hasselman wrote:
>>
>> >
>> > On 25-01-2012, at 19:09, patzoul wrote:
>> >
>> >> I have 2 series of data a,b and I would like to calculate a new series
>> which
>> >> is z[t] = z[t-1]*a[t] + b[t] , z[1] = b[1].
>> >> How can I do that without using a loop?
>> >
>> > ?filter
>>
>> Oops. filter only works with a and b both constants.
>>
>> Berend
>>
>> ______________________________________________
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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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