[R] Help with arima.sim

Christopher Gürke christopher.guerke at gmx.de
Sat Jul 12 09:48:05 CEST 2008


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 when I google 
the only results are arima.sim for an ARIMA (1,1,0).



Christopher Gürke
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