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88.2095
2012 Jun 15
1
Replication of linear model/autoregressive model
Hi,
I would like to make a replication of 10 of a linear, first order
Autoregressive function, with respect to the replication of its innovation,
e. for example:
#where e is a random variables of innovation (from GEV distribution-that
explains the rgev)
#by using the arima.sim model from TSA package, I try to produce Y
replicates, with respect to every replicates of e,
#means for e[,1], I want