Hi, Is there an easy way to generate data with temporal autocorrelation? I want to generate data with something like rnorm where I can specify the mean, variance and time lag. Does such a thing exist? Yours, AB -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
See arima.sim() in the ts package; also it seems there is another arima.sim() in the boot package, but I don't know wheter it is the same. best, vito ----- Original Message ----- From: "Andy Bunn" <abunn59715 at earthlink.net> To: <r-help at stat.math.ethz.ch> Sent: Thursday, October 10, 2002 8:16 AM Subject: [R] Generating AR1 data> Hi, Is there an easy way to generate data with temporal autocorrelation? I > want to generate data with something like rnorm where I can specify the > mean, variance and time lag. Does such a thing exist? > > Yours, AB > > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-> r-help mailing list -- Readhttp://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html> Send "info", "help", or "[un]subscribe" > (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch >_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._. _._ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Thu, 10 Oct 2002, Andy Bunn wrote:> Hi, Is there an easy way to generate data with temporal autocorrelation? I > want to generate data with something like rnorm where I can specify the > mean, variance and time lag. Does such a thing exist?arima.sim in package ts. -- Brian D. Ripley, ripley at stats.ox.ac.uk 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 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Try arima.sim() in the ts package. At 12:16 AM 10/10/2002 -0600, Andy Bunn wrote:>Hi, Is there an easy way to generate data with temporal autocorrelation? I >want to generate data with something like rnorm where I can specify the >mean, variance and time lag. Does such a thing exist? > >Yours, AB-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
help.search("arima.sim")>
gives the result:
Help files with alias or title matching `arima.sim',
type `help(FOO, package = PKG)' to inspect entry `FOO(PKG) TITLE':
arima.sim(boot) Simulate from an ARIMA Model
arima.sim(ts) Simulate from an ARIMA Model
Kjetil Halvorsen
Andy Bunn wrote:>
> Hi, Is there an easy way to generate data with temporal autocorrelation? I
> want to generate data with something like rnorm where I can specify the
> mean, variance and time lag. Does such a thing exist?
>
> Yours, AB
>
>
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> r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !) To: r-help-request at
stat.math.ethz.ch
>
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Send "info", "help", or "[un]subscribe"
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