[R] simulate values
Uwe Ligges
ligges at statistik.uni-dortmund.de
Wed Apr 25 09:15:03 CEST 2007
Soare Marcian-Alin wrote:
> Hello,
>
> I want to simulate 100 values of the ARMA Process with this function:
>
> x[i] = 0.5 * x[i-1] + 0.2 * x[i-2] + x[i] + 0.9 * x[i-1] + 0.2 * x[i-2] +
> 0.3 * x[i-3]
There is no kind of noise in your model, hence no need to do any
simulation so far ...
Uwe Ligges
>
> which possibilities do I have?
>
> Alin Soare
>
> [[alternative HTML version deleted]]
>
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