[R] Generating AR1 data

[Daniel Mastropietro]

Try arima.sim() in the ts package.

At 12:16 AM 10/10/2002 -0600, Andy Bunn wrote:
>Hi, Is there an easy way to generate data with temporal autocorrelation? I
>want to generate data with something like rnorm where I can specify the
>mean, variance and time lag. Does such a thing exist?
>
>Yours, AB

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._