That output is not from arima(), which is the function paired with
arima.sim(). Nor is it from arima0(), so I don't believe it is
'ouptut from R' (perhaps from a contributed package you have not
mentioned?).
With arima(), the intercept is 'm' in the notation on the help page
and not 'a' in y
Sorry I am not really sure I have been taht clear.
I meant ARMA which is not bound to have zero mean. More precisely, suppose I
estimate y(t) = a + by(t-1) + e(t) + ce(t-1) , i.e. and ARMA(1,1). My
question is how do I simulate values for yt given the values for a, b and c?
My problem with arima.
Hi,
I have been looking at arima.sim to simulate the output from an ARMA model
fed with a normal and uncorrelated input series but I cannot find a way to
pass an intercept / constant into the model. In other words, the model input
in the function allows only for the AR and MA components but I need
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