Re: [R] Generating AR1 data

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From: Prof Brian D Ripley (ripley@stats.ox.ac.uk)
Date: Thu 10 Oct 2002 - 20:26:58 EST 

Message-id: <Pine.WNT.4.44.0210101126070.940-100000@gannet.stats.ox.ac.uk>

On Thu, 10 Oct 2002, 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?

arima.sim in package ts. 

-- 
Brian D. Ripley,                  ripley@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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