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2007 Jan 01
0
arima.sim with a periodic model
Hi all.
I have a periodiv arma model and I want to simulate it. In S-plus, the
following works for me:
phi <- 0.9
theta <- 0
p <- 1 # period
model <- list(ar=phi, ma=theta, period=p)
Yt <- arima.sim(model, n=250)
How do I do something like this "period=12" in R? I read help(arima.sim)
but it doe...