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Rev 60908 Rev 61160
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require(graphics)
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require(graphics)
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arima.sim(n = 63, list(ar = c(0.8897, -0.4858), ma = c(-0.2279, 0.2488)),
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arima.sim(n = 63, list(ar = c(0.8897, -0.4858), ma = c(-0.2279, 0.2488)),
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          sd = sqrt(0.1796))
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          sd = sqrt(0.1796))
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# mildly long-tailed
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# mildly long-tailed
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arima.sim(n = 63, list(ar=c(0.8897, -0.4858), ma=c(-0.2279, 0.2488)),
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arima.sim(n = 63, list(ar = c(0.8897, -0.4858), ma = c(-0.2279, 0.2488)),
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          rand.gen = function(n, ...) sqrt(0.1796) * rt(n, df = 5))
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          rand.gen = function(n, ...) sqrt(0.1796) * rt(n, df = 5))
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# An ARIMA simulation
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# An ARIMA simulation
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ts.sim <- arima.sim(list(order = c(1,1,0), ar = 0.7), n = 200)
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ts.sim <- arima.sim(list(order = c(1,1,0), ar = 0.7), n = 200)
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ts.plot(ts.sim)
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ts.plot(ts.sim)