[R] Implementing an ARMA filter

[Jingzhao Ou]

Dear Prof. Ripley,

Thanks a lot for your reply. I just made it work after checking out arima.sim.

I am switching from MATLAB to R recently and am working hard to overcome the
learning curve at this time. The filter command in MATLAB is different from
that in R, which caused some confusion to me. :-)

Wish you have a nice day!

Best regards,
Jingzhao

--- Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
> You can help yourself by reading that page more closely.
> 
> Check the code for arima.sim, which uses filter for exactly this purpose.
> 
> -- 
> 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 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>