On Thu, 31 Mar 2005, bogdan romocea wrote:
Dear useRs,
I want to simulate a time series (stationary; the distribution of
values is skewed to the right; quite a few ARMA absolute standardized
residuals above 2 - about 8% of them). Is this the right way to do it?
#
loa
Bogdan Romocea wrote:
> I want to simulate a time series (stationary; ... ...
> values is skewed to the right; quite a few ARMA absolute standardized
>
> sim <- list(NULL) #simulated
> for (i in 1:5) {
> sim[[i]] <- as.vector(arima.sim(list(ar=c(farma[["coef"]][1]),
>
Dear useRs,
I want to simulate a time series (stationary; the distribution of
values is skewed to the right; quite a few ARMA absolute standardized
residuals above 2 - about 8% of them). Is this the right way to do it?
#
load("rdtb")#the time series
> summary(rd
