Re: [R] Help with arima.sim

2008-07-12 Thread Erin Hodgess
Hi Chris: Please try: ts.sim <- arima.sim(list(order = c(2,1,0), ar = c(1.2,-0.4)), n = 200) Hope this helps! Sincerely, Erin On Sat, Jul 12, 2008 at 2:48 AM, Christopher Gürke <[EMAIL PROTECTED]> wrote: > Hey, > > as a bloddy beginner in R I want to simulate a Arima (2,1,0) process with R.

[R] Help with arima.sim

2008-07-12 Thread Christopher Gürke
Hey, as a bloddy beginner in R I want to simulate a Arima (2,1,0) process with R. My problem is, that I don't know how to specify the AR. For a ARIMA(1,1,0) I use the following syntax: S <- arima.sim(list(order=c(1,1,0), ar=0.9), n=100). I think it is a stupid question with an easy answer. But w