[R] Help with arima.sim

From: Christopher Gürke <christopher.guerke_at_gmx.de>
Date: Sat, 12 Jul 2008 09:48:05 +0200


as a bloddy beginner in R I want to simulate a Arima (2,1,0) process with R. My problem is, that I don't know how to specify the AR. For a ARIMA(1,1,0) I use the following syntax: S <- arima.sim(list(order=c(1,1,0), ar=0.9), n=100). I think it is a stupid question with an easy answer. But when I google the only results are arima.sim for an ARIMA (1,1,0).



Christopher Gürke
Eschersheimer Landstr. 38
60322 Frankfurt am Main

+49 (69) 200 175 91
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Received on Sat 12 Jul 2008 - 09:52:42 GMT

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