Soare Marcian-Alin wrote: > Hello, > > I want to simulate 100 values of the ARMA Process with this function: > > x[i] = 0.5 * x[i-1] + 0.2 * x[i-2] + x[i] + 0.9 * x[i-1] + 0.2 * x[i-2] + > 0.3 * x[i-3]
There is no kind of noise in your model, hence no need to do any simulation so far ... Uwe Ligges > > which possibilities do I have? > > Alin Soare > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] 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. ______________________________________________ [email protected] 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.
