Simple question:
When I use arima.sim, what is the equation being simulated (sign wise)?
For example, the S+ manual has an example for arima.sim
> x<- arima.sim(100,model=list(ar = 0.5, ma = -0.6))
Is the following model being simulated?
X(t) + 0.5X(t-1) = Z(t) + 0.6Z(t-1) (CHOICE A)
or
X(t) = 0.5X(t-1) + Z(t) - 0.6Z(t-1) (CHOICE B)
or
X(t) + 0.5X(t-1) = Z(t) - 0.6Z(t-1) (CHOICE C)
or
OTHER
Sorry if this seems like a mundane question but it's an important one and I
just can't find/figure out the answer.
Thanks,
Susan M. Mangiero
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