Dear S-news,
I am trying to simulate values from a simple (right now, anyway) delay
model. For instance, X[i] = 1 + A*X[i-1] + B*X[-2]. Of course, I can
generate these using loops, etc, but I'm pretty sure that I can get the
Splus time-series or filter functions to do this for me in a more
elegant fashion.
There seems to be a function 'arima.sim', but I can't quite get it to do
what I want, including not adding any random noise.
Can someone point me in the right direction?
Thank you very much!
best regards and wishes for the holiday season!
jcd
--
Joseph C. Davis, Ph.D PDF Solutions
101 W. Renner Rd. Ste 100 Consulting and Software for
Richardson, TX 75082 Semiconductor Manufacturing
(972) 889-3025 fax: (972) 889-2486
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