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.
