Re: [R] AR(1) with an error term arima.sim parameter question

Thanks for all the help! Ill give them a shot and compare the results. On Thu, Dec 11, 2014 at 12:29 AM, Rolf Turner wrote: > On 11/12/14 20:09, Michael Selevan wrote: > >> This makes sense, thank you for the thorough response! >> >> One follow up question though. Wou

Re: [R] AR(1) with an error term arima.sim parameter question

.sim(n=10, list(ar=0.8), innov=rnorm(10, sd=0.2), innov.start=rnorm(10, sd=0.2)) Would either of these then be the same result as your option #2? Thanks again! On Wed, Dec 10, 2014 at 1:04 PM, Rolf Turner wrote: > > Please see below. > > > On 10/12/14 20:21, Michael Selevan wrote

[R] AR(1) with an error term arima.sim parameter question

? Should only 1 be used? Just looking for some clarification. Been searching and havent found too many examples that explicitly state how to add the error term to an AR(1) model. Thanks in advance! -- J. Michael Selevan [[alternative HTML version deleted