On Mon, 10 Oct 2005, Hjellvik Vidar wrote:
> Hello,
>
> I have used the arima.sim function to generate a lot of time series, but to
> day I got som results that I didn't quite understand. Generating two time
> series z0 and z1 as
>
> eps <- rnorm(n, sd=0.03)
> z0 <- arima.sim(list(ar=c(0.9)), n=
Hello,
I have used the arima.sim function to generate a lot of time series, but to day
I got som results that I didn't quite understand. Generating two time series z0
and z1 as
eps <- rnorm(n, sd=0.03)
z0 <- arima.sim(list(ar=c(0.9)), n=n, innov=eps)
and
z1 <- arima.sim(list(ar=c(0.9)), n=n,
