Hi everyone!I am trying to make some synthetic data using two AR(1) models,
but I am having some troubles.I want to make data from:x_t = \alpha x_{t-1}
+ a_{1t}y_t = \beta y_{t-1} + \gamma a_{1t} + \sqrt{1-\gamma^2} a_{2t}But I
don't know how to set a fixed error term in the arima.sim()
function...Thanks!-Chris-- View this message in context: http://r.789695.n4.nabble.com/Simulate-from-an-ARIMA-Model-with-fixed-errors-tp4685316.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] ______________________________________________ R-help@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.
