On 20/11/2008, at 10:54 AM, [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
?arima.sim
Note to R-core: This is actually rather hard for a neophyte to
locate, I think.
RSiteSearch("autoregression") didn't lead to anything useful as far
as I could see.
The task view for Time Series didn't mention simulation.
??autoregression leads to ar(), the ``See Also'' of which points to
arima0() (???).
Then arima0() has a ``See Also'' which points at arima, and finally
arima() has a
``See Also'' which points to arima.sim().
The neophyte would need to be fairly clever and sophisticate, as well
as not
easily discouraged, to fight his or her way through all of this.
cheers,
Rolf Turner
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