r - Creating series with estimated coefficients -

r - Creating series with estimated coefficients -

i managed estimate arima models, got coefficients, wondering there easy way how plot series using estimated coeffcients?

so gota

arimadax1<-auto.arima(dax1,d=2, max.order=50,max.d=2, start.q=0,max.p=5, max.q=10, trace=true,ic=c("aicc","aic", "bic"))

and can phone call coefficients estimate (2,2,0) have create series myself hand did before different series:

r1<-rep(0,1000) e1<-rep(0,1000) (i in 2:1000) { r1[i]<-0.080067-0.667730*r[i-1]+e1[i]+0.223005*e1[i-1] }

would know of easier way this? have 4 series , might tedious if wanted more. lot!

# assuming ar-coefficients: ar.coef <- c(0.2, -.1) arima.sim(1000, model = list(ar=ar.coef, order = c(2,2,0)))

r data-modeling moving-average autoregressive-models