[R] Generating AR1 data
vito.muggeo at giustizia.it
Thu Oct 10 12:06:52 CEST 2002
See arima.sim() in the ts package;
also it seems there is another arima.sim() in the boot package, but I don't
know wheter it is the same.
----- Original Message -----
From: "Andy Bunn" <abunn59715 at earthlink.net>
To: <r-help at stat.math.ethz.ch>
Sent: Thursday, October 10, 2002 8:16 AM
Subject: [R] Generating AR1 data
> 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
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