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.
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
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