R help - May 2011 - simulate AR(1) process

Dear R users,
May any of you tell me how to simulate data on:
y_t = a+b*y_{t-1} + u_t
where u_t~N(0,sigma^2), b<1, and for some constant a.

Many thanks

Tsegaye <Tsegaye@exeter.ac.uk>

	[[alternative HTML version deleted]]

?arima.sim

 					- Phil Spector
 					 Statistical Computing Facility
 					 Department of Statistics
 					 UC Berkeley
 					 spector at stat.berkeley.edu


On Thu, 5 May 2011, Alemtsehai Abate wrote:
> Dear R users,
> May any of you tell me how to simulate data on:
> y_t = a+b*y_{t-1} + u_t
> where u_t~N(0,sigma^2), b<1, and for some constant a.
>
> Many thanks
>
> Tsegaye <Tsegaye at exeter.ac.uk>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org 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.
>