Hi: I thought about it some more and arima.sim will not work because it will add noise. so sorry for my noise.
On Wed, Jan 25, 2012 at 3:46 PM, Mark Leeds <marklee...@gmail.com> wrote: > that's an AR(1) with a constant added each time so you could use arima.sim > and add the constant in afterwards. but I don't know how that fast that is. > > I started to check if there was a relation cumprod wise but I didn't get > far. > > z[4] = a[4]*a[3]*a[2] + a[4]*a[3] + a[4]*b[3] + b[4] > > > for z[5] you multiply above by a[5] and add in b[5] but I don't see it > being useful. > > > > > > On Wed, Jan 25, 2012 at 3:05 PM, Berend Hasselman <b...@xs4all.nl> wrote: > >> >> On 25-01-2012, at 21:00, Berend Hasselman wrote: >> >> > >> > On 25-01-2012, at 19:09, patzoul wrote: >> > >> >> I have 2 series of data a,b and I would like to calculate a new series >> which >> >> is z[t] = z[t-1]*a[t] + b[t] , z[1] = b[1]. >> >> How can I do that without using a loop? >> > >> > ?filter >> >> Oops. filter only works with a and b both constants. >> >> Berend >> >> ______________________________________________ >> R-help@r-project.org mailing list >> 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. >> > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list 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.
