Re: simulating from ARIMA (2,0,0)

[Prof Brian Ripley <ripley@stats.ox.ac.uk>]

Please use a subject line!  I've added a suitable one to this reply.

help(arima.sim) tells you the answer is `yes'.

On Mon, 23 Aug 2004, Riyanto Wibowo wrote:

> Can S-PLUS generate time series data ARIMA
> (2,0,0) ? (As far as I know, S-PLUS can only generate time series data
> ARIMA (1,1,1))

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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