As arima.sim() simulates stationary ARMA "errors" if your underlying model is additive I think you can type, for instance, just:
x<-1:100 #time variable mu<-10+.5*x #linear trend y<-arima.sim(length(x), model=list(ar=.5, ma=-.3),sd=25)+mu arima(y, order=c(1,0,1),include.mean=TRUE,xreg=x) best, vito ----- Original Message ----- From: Samuel Kemp <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Thursday, March 04, 2004 2:17 PM Subject: [R] adding trend to an arima model > Hi, > > Does anyone know a method for adding a linear/polynominal trend to a > simulated arima model using the arima.sim function? > > Any help will be greatly appreciated. > > Cheers, > > Sam. > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
