[R] simulate AR(1) process

[Phil Spector]

?arima.sim

 					- Phil Spector
 					 Statistical Computing Facility
 					 Department of Statistics
 					 UC Berkeley
 					 spector at stat.berkeley.edu


On Thu, 5 May 2011, Alemtsehai Abate wrote:

> Dear R users,
> May any of you tell me how to simulate data on:
> y_t = a+b*y_{t-1} + u_t
> where u_t~N(0,sigma^2), b<1, and for some constant a.
>
> Many thanks
>
> Tsegaye <Tsegaye at exeter.ac.uk>
>
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>
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