[R] Help with arima.sim

Erin Hodgess
Sat, 12 Jul 2008 13:01:11 -0000

Hi Chris:

Please try:

 ts.sim <- arima.sim(list(order = c(2,1,0), ar = c(1.2,-0.4)), n = 200)

Hope this helps!

Sincerely,
Erin


On Sat, Jul 12, 2008 at 2:48 AM, Christopher G?rke
<christopher.guerke at gmx.de> wrote:
> 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
>
> --
> Christopher G?rke
> Eschersheimer Landstr. 38
> 60322 Frankfurt am Main
>
> +49 (69) 200 175 91
> +49 (179) 488 56 28
>
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>



--
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: erinm.hodgess at gmail.com