Re: [R] R-help Digest

From: Prof Brian Ripley <>
Date: Sat 07 May 2005 - 01:17:17 EST

On Fri, 6 May 2005, Sebastian Schoenherr wrote:

> Hi folks,
> I have to create my own time series, Is it possible to generate ARIMA time
> series, where i can define the range of the values in the y axis. (e.g: Values
> only between 0 and 1)


Take a look at the definition of an ARIMA process. Suppose e.g. you have an AR(1) process. Then if innovations are positive and the coefficient is positive the value can be arbitrarily large. You can construct all sorts of similar counter-examples.

This isn't a real problem is it?

Brian D. Ripley,        
Professor of Applied Statistics,
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Sat May 07 01:39:49 2005

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