?arima.sim On Wed, 19 Nov 2008, [EMAIL PROTECTED] wrote:
Dear R users, I would like to simulate, for 20000 replications, an autoregressive process: y(t)=0.8*y(t-1)+e(t) where e(t) is i.i.d.(0,sigma*sigma), Thank you in advance ____________________________________________________ ??coutez gratuitement le nouveau single de Noir D??sir et d??couvrez d'autres titres en affinit?? avec vos go??ts musicaux !??http://musiline.voila.fr/player/generate/4/15/31774/?intitule=Gagnants+%2F+Perdants [[alternative HTML version deleted]]
-- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ 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.
