[R] generating time series data

Paul Gilbert
Tue, 27 Aug 2002 15:12:50 -0000

Carsten Botts wrote:
>
> To whom it may concern,
>
>         I am interested in generating data from an ARMA(p,q) process in R.
I
> know that there are functions in S which allow for this, but I don't
> know if such functions exist in R.   Do they?   And if so, what are
> those functions?
>

The simulate function in the DSE bundle does this. See the user's guide for
more
details and examples. There are also functions for studying estimation
techniques by repeatedly simulating and estimating.

Paul Gilbert