Wednesday, June 11, 2008

simulate from AR (and general ARIMA)

> RSiteSearch("generate arima") #~~~~~~~($$$)
> layout(matrix(1:2))
> a1 <- ar(y)
> y1 <- arima.sim(list(ar=a1$ar), 9600)
> plot(y1, type="l")
> a2 <- arima0(y, order=c(10, 0, 5))
> y2 <- arima.sim(list(ar=a2$coef[1:10], ma=a2$coef[11:15]), 9600)
> plot(y2, type="l")

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