[R] Generating AR1 data

Andy Bunn abunn59715 at earthlink.net
Thu Oct 10 08:16:19 CEST 2002

Hi, Is there an easy way to generate data with temporal autocorrelation? I
want to generate data with something like rnorm where I can specify the
mean, variance and time lag. Does such a thing exist?

Yours, AB

r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch

More information about the R-help mailing list