[R] arima.sim with a periodic model

From: Philip <philip_at_sctkjeld.dk>
Date: Mon 01 Jan 2007 - 13:12:34 GMT


Hi all.

I have a periodiv arma model and I want to simulate it. In S-plus, the following works for me:

phi <- 0.9
theta <- 0
p <- 1 # period
model <- list(ar=phi, ma=theta, period=p) Yt <- arima.sim(model, n=250)

How do I do something like this "period=12" in R? I read help(arima.sim) but it doesn't tell.

Thanks! Philip.



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