Re: [R] simulate AR(1) process

From: Phil Spector <spector_at_stat.berkeley.edu>
Date: Thu, 05 May 2011 09:27:08 -0700 (PDT)

?arima.sim

On Thu, 5 May 2011, Alemtsehai Abate wrote:

> Dear R users,
> May any of you tell me how to simulate data on:
> y_t = a+b*y_{t-1} + u_t
> where u_t~N(0,sigma^2), b<1, and for some constant a.
>
> Many thanks
>
> Tsegaye <Tsegaye_at_exeter.ac.uk>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
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> and provide commented, minimal, self-contained, reproducible code.
>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 05 May 2011 - 16:35:21 GMT

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