[R] missing arima.sim

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Mar 8 11:00:12 CET 2001


On Thu, 8 Mar 2001, G. Kroisandt wrote:

> Hello,
>
> I have been using S-Plus on the PCs in the math department.
> Now I am working with R and I observed that the routine arima.sim is
> not available in the base and the ts package.
>
> Is there another routine to simulate an ARIMA-model?

See ?filter ... or package boot.


-- 
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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