Hi Chris: Please try:
ts.sim <- arima.sim(list(order = c(2,1,0), ar = c(1.2,-0.4)), n = 200) Hope this helps! Sincerely, Erin On Sat, Jul 12, 2008 at 2:48 AM, Christopher Gürke <[EMAIL PROTECTED]> wrote: > 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 > > -- > Christopher Gürke > Eschersheimer Landstr. 38 > 60322 Frankfurt am Main > > +49 (69) 200 175 91 > +49 (179) 488 56 28 > > ______________________________________________ > 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. > -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: [EMAIL PROTECTED] ______________________________________________ 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.
