similar to: arima.sim

Thanks, Can't find an ARIMA in base, dse1/2 or tseries, only references to. What package is it in? Thanks again! Best regards, /fb -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the

I have been trying to simulate from a time series with trend but I don't see how to include the trend in the arima.sim() call. The following code illustrates the problem: # Begin demonstration program x <- c(0.168766559, 0.186874000, 0.156710548, 0.151809531, 0.144638812, 0.142106888, 0.140961714, 0.134054659, 0.138722419, 0.134037018, 0.122829846, 0.120188714,

Hi, I am using the arima.sim function to generate some AR time series. However, the function does not seem to produce exactly the same time series when I specify the innov parameter. For example > r <- rnorm(300) > x <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) > y <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) >

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 --

In some time series simulations I'm doing, I occasionally want the model to be ``white noise'', i.e. no model at all. I thought it would be nice if I could fit this into the arima.sim() context, without making an exceptional case. I.e. one ***could*** do something to the effect if(length(model)==0) x <- rnorm(n) else x <- arima.sim(model,n) but it would be more suave if one

Hello, I have used the arima.sim function to generate a lot of time series, but to day I got som results that I didn't quite understand. Generating two time series z0 and z1 as eps <- rnorm(n, sd=0.03) z0 <- arima.sim(list(ar=c(0.9)), n=n, innov=eps) and z1 <- arima.sim(list(ar=c(0.9)), n=n, sd=0.03), I would expect z0 and z1 to be qualitatively similar. However, with n=10 the

Apologies for thickness - I'm sure that this operates as documented and with good reason. However... My understanding of arima.sim() is obviously imperfect. In the example below I assume that x1 and x2 are similar white noise processes with a mean of 5 and a standard deviation of 1. I thought x3 should be an AR1 process but still have a mean of 5 and a sd of 1. Why does x3 have a mean of ~7?

Full_Name: Gang Liang Version: 1.7.1 OS: Debian/Woody Submission from: (NULL) (192.6.19.190) > print(arima.sim(list(ar=.3,order=c(1,1,1)), 30)) [1] 0.00000000 0.10734243 0.02907301 -1.23441659 -0.98819317 -2.82731975 [7] -2.69052512 -4.22884756 -5.02820635 -5.41514613 -6.20486350 -7.01040649 [13] -6.78121289 -5.41111810 -4.96338053 -5.42395408 -6.22741444 -5.75228153 [19] -6.07346580

I compiled R-1.2.2 on my SuSE 7.1, kernel 2.4.2-2 machine with libreadline.4.1 and although I can use vi commands to scroll on the shell (bash) command line, I CANNOT do it in R. Here's the relevant parts of ./configure (and make): anovo at friedman R-1.2.2 > ./configure | grep readline checking for rl_callback_read_char in -lreadline... yes checking for readline/history.h... yes

Hi, I have been using arima.sim from the stats package recently, and I'm wondering why I get different results when using what seem to be the same parameters. For example, I've given examples of three different ways to run arima.sim with what I believe are the same parameters. It's my understanding from the R documentation that rnorm is the default function for rand.gen if not

Hi, I have been trying to dyn.load a library (rq.obj), which will allow me to run a quantile regression function, but so far unsuccessfully. I have tried under windows 98 and R 6.24: 1) dyn.load("d:\\...\\rq.obj") 2) dyn.load("d:\...\rq.obj") 3) 1 and 2 accounting for case sensitivity. 4) dyn.load("d:/.../rq.obj") 5) Place the files in the directory where from I

Hello, does anyone know about: a) simulating seasonal ARIMA models? arima out of package ts can fit it, but it does not look like it can simulates data from seasonal models b) fitting and simulating fractional seasonal ARIMA models? Hints will be appreciated, Henning -- Henning Rust Potsdam Institute for Climate Impact Research Dept. Integrated Systems Analysis Tel.: #49/331/288-2596

Dear R-users, Is there a procedure to identify neighbors in a regular lattice using either a "rook" or a "queen" criterium? To be more specific, suppose: My lattice: 1 2 3 4 5 6 7 8 9 "Rook" Neighbors 1 has neighbors 2,4 2 has neighbors 1,3,5 ... 5 has neighbors 2,4,6,8 "Queen Neighbors" 1 has neighbors 2,4,5 2 has neighbors 1,3,4,5,6 For each case,

Hi I always have following error message when I try to read a big ascii-file: > inzp<-read.data() > Error: heap memory (1953 Kb) exhausted [needed 0 Kb more] read.data() is a small function that reads the ascii-file. When I cut the ascii-file to a small one I don't have this problem. Can I extend this 'heap memory' for reading big data files? How? I'm working with R on a

Hi, Does anyone know a method for adding a linear/polynominal trend to a simulated arima model using the arima.sim function? Any help will be greatly appreciated. Cheers, Sam.

Hi, I could not find an R package for the analysis of multivariate normal datasets with missing values. Prof. Joseph Schafer has created an S+ library (norm) that does such type of analysis, which I now ported to R. I guess that I should have asked here if there are other people working on such project, before I actually ported it, but... If such package has not been ported, I will upload the

Hi, It seems that there's a bug in summary, in the max. output... but max() alone works fine. > hw04.dframe$area ... [41] 1790 1380 1296 2745 798 2306 438649 1481 1559 2450 ... > summary(hw04.dframe) area Min. : 798 1st Qu.: 1349 Median : 1690 Mean : 6962 3rd Qu.: 2306 Max. :438600 ### should read 438649 or, to the point,

Hi! The postscript device in 0.90 does not produce symbols (pch=) as it should. E.g.: postscript(file="test.ps",width=8,height=6.4,horizontal=FALSE) plot(1:10,1:10,pch=1:5) legend(1,9,letters[1:5],pch=1:5) dev.off() The result looks quite different compared to the X-windows version. The symbol 1 (pch=1) is much to small, while the other symbols seem to big. Is it a bug? How can I

I am trying to install R under Red Hat Linux 5.2, but the following error happens: [root at edgeworth cribari]# rpm -ivh R-base-0.63.2-1.i386.rpm failed dependencies: libncurses.so.3.0 is needed by R-base-0.63.2-1 I must be missing something very simple. I would appreciate any guidance. Thanks. FC. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help

Hello, I have a question about function arima.sim I tried to somulate a AR(1) process, with no innovation, no error term. I used this code: library(forecast) e=rnorm(100,mean=0,sd=0) series=arima.sim(model=list(ar=0.75),n=100,innov=e)+20 Then I tried to applicate ti this series auto.arima function: mod1<-auto.arima(series,stepwise=FALSE,trace=TRUE,ic='aicc') The best model returned