[R] Simulation of Timeseries
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Nov 17 16:06:26 CET 2000
> From: beimfohr at dorf.wh.uni-dortmund.de
> Date: Fri, 17 Nov 2000 15:57:18 +0100 (CET)
> I try to simulate an ARMA-model using R, but I didn't find any function
> to generate such timeseries.
> In Splus there is the function arima.sim which generates AR-, MA- and
> ARIMA-series. Is there any similar in R?
See ?filter in package ts.
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)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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