Re: [S] time series question - important

Prof Brian D Ripley (ripley@stats.ox.ac.uk)
Tue, 17 Nov 1998 07:05:57 +0000 (GMT)


On Mon, 16 Nov 1998 SusieMM@aol.com wrote:

> I have a simple question which has a simple answer. Regretfully, I can't seem
> to find the simple answer in S+ manual or V&R book or else I'm not reading
> carefully.

V&R2 page 443, below (15.6).
Guide to Statistics p.586, (21.38)

> 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))

X(t) = 0.5X(t-1) + Z(t) + 0.6Z(t-1) (OTHER)

[at least, that is what is documented]

S-PLUS has a most unusual convention here, but it _is_ perfectly well
documented.

-- 
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)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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