Dear R People:
Here are some steps for the "simulate" from the dse package:
mod1 <- ARMA(A=array(c(1,-.25,-.05), c(3,1,1)), B=array(1,c(1,1,1)))
AR <- array(c(1, .5, .3, 0, .2, .1, 0, .2, .05, 1, .5, .3) ,c(3,2,2))
VAR <- ARMA(A=AR, B=diag(1,2))
print(VAR)
simData <- simulate(VAR)
I wanted to evaluate the simData as an ARMA model.
But here are my results:
> l.ARMA(simData)
Error: could not find function "l.ARMA"
> l(simData$out1,simData$out2)
Any suggestions, please:
Thanks,
Erin
--
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: erinm.hodg...@gmail.com
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