R-alpha: MA and AR generator

Ross Ihaka (ihaka@stat.auckland.ac.nz)
Fri, 17 Jan 1997 10:09:46 +1300 (NZDT)


From: Ross Ihaka <ihaka@stat.auckland.ac.nz>
Date: Fri, 17 Jan 1997 10:09:46 +1300 (NZDT)
Message-Id: <199701162109.KAA29917@stat13.stat.auckland.ac.nz>
To: Liang Lu <llu1@airmail.net>
Subject: R-alpha: MA and AR generator
In-Reply-To: <32DE5C99.6E1F3855@airmail.net>

Liang Lu writes:
 > Is there MA or MR generator in R? Please email me if you have info.

You mean for simulating Gaussian series?  If so, and n is not too
large (<= 500), I have some R code for generating ARMA series.
	Ross
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