[R] simulate values

Uwe Ligges ligges at statistik.uni-dortmund.de
Wed Apr 25 09:15:03 CEST 2007



Soare Marcian-Alin wrote:
> Hello,
> 
> I want to simulate 100 values of the ARMA Process with this function:
> 
> x[i] = 0.5 * x[i-1] + 0.2 * x[i-2] + x[i] + 0.9 * x[i-1] + 0.2 * x[i-2] +
> 0.3 * x[i-3]

There is no kind of noise in your model, hence no need to do any 
simulation so far ...

Uwe Ligges


> 
> which possibilities do I have?
> 
> Alin Soare
> 
> 	[[alternative HTML version deleted]]
> 
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