Hello, Yes I tried arima.sim and everything works fine. Thanks for the help!
Alin Soare 2007/4/25, Leeds, Mark (IED) <[EMAIL PROTECTED]>: > > he's just being a wise guy bcause I'm sure you meant to have an > epsilon_t on the end. And he > Surely knows that also. Did you > Check out ?arima.sim. > > > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Uwe Ligges > Sent: Wednesday, April 25, 2007 3:15 AM > To: Soare Marcian-Alin > Cc: R-help@stat.math.ethz.ch > Subject: Re: [R] simulate values > > > > 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]] > > > > ______________________________________________ > > R-help@stat.math.ethz.ch 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. > > ______________________________________________ > R-help@stat.math.ethz.ch 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. > -------------------------------------------------------- > > This is not an offer (or solicitation of an offer) to buy/sell the > securities/instruments mentioned or an official confirmation. Morgan > Stanley may deal as principal in or own or act as market maker for > securities/instruments mentioned or may advise the issuers. This is not > research and is not from MS Research but it may refer to a research > analyst/research report. Unless indicated, these views are the author's and > may differ from those of Morgan Stanley research or others in the Firm. We > do not represent this is accurate or complete and we may not update > this. Past performance is not indicative of future returns. For additional > information, research reports and important disclosures, contact me or see > https://secure.ms.com/servlet/cls. You should not use e-mail to request, > authorize or effect the purchase or sale of any security or instrument, to > send transfer instructions, or to effect any other transactions. We cannot > guarantee that any such requests received via e-mail will be processed in a > timely manner. This communication is solely for the addressee(s) and may > contain confidential information. We do not waive confidentiality by > mistransmission. Contact me if you do not wish to receive these > communications. In the UK, this communication is directed in the UK to > those persons who are market counterparties or intermediate customers (as > defined in the UK Financial Services Authority's rules). > [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch 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.
