?arima.sim
- Phil Spector
Statistical Computing Facility
Department of Statistics
UC Berkeley
spec...@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 <tseg...@exeter.ac.uk>
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______________________________________________
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
