[R] Help with arima.sim

Christopher Gürke
Sat, 12 Jul 2008 07:48:05 -0000

Hey,

as a bloddy beginner in R I want to simulate a Arima (2,1,0) process with R.
My problem is, that I don't know how to specify the AR.
For a ARIMA(1,1,0) I use the following syntax: S <-
arima.sim(list(order=c(1,1,0), ar=0.9), n=100).
I think it is a stupid question with an easy answer. But when I google
the only results are arima.sim for an ARIMA (1,1,0).

Regards,

Chris

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Christopher G?rke
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