On Wed, 25 Apr 2007, Uwe Ligges wrote: > > > 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 ...
My guess is that ... x[i] + 0.9 * x[i-1] + 0.2 * x[i-2] + 0.3 * x[i-3] was meant to be for a noise series z. In any case, to simulate an 'ARMA Process', see ?arima.sim. > > 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. > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [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.
