Re: [R] Replication of linear model/autoregressive model

Thanks! On Sun, Jun 17, 2012 at 1:18 AM, Miguel Manese wrote: > Hi Al, Michael, > > On Sat, Jun 16, 2012 at 11:01 AM, R. Michael Weylandt > wrote: > > On Fri, Jun 15, 2012 at 6:56 AM, Al Ehan wrote: > >> Hi, > >> > >> I would like to make a replication of 10 of a linear, first order > >> Autor

Re: [R] Replication of linear model/autoregressive model

Hi Al, Michael, On Sat, Jun 16, 2012 at 11:01 AM, R. Michael Weylandt wrote: > On Fri, Jun 15, 2012 at 6:56 AM, Al Ehan wrote: >> Hi, >> >> I would like to make a replication of 10 of a linear, first order >> Autoregressive function, with respect to the replication of its innovation, >> e. for e

Re: [R] Replication of linear model/autoregressive model

On Fri, Jun 15, 2012 at 6:56 AM, Al Ehan wrote: > Hi, > > I would like to make a replication of 10 of a linear, first order > Autoregressive function, with respect to the replication of its innovation, > e. for example: > > #where e is a random variables of innovation (from GEV distribution-that >

[R] Replication of linear model/autoregressive model

Hi, I would like to make a replication of 10 of a linear, first order Autoregressive function, with respect to the replication of its innovation, e. for example: #where e is a random variables of innovation (from GEV distribution-that explains the rgev) #by using the arima.sim model from TSA pack