set.seed(1) arma11<-arima.sim(model=list(ar=0.3, ma=0.2), n=200) arma11 set.seed(1) x1<-w<-rnorm(200) x1 w for(t in 2:200) x1[t]=0.3*x1[t-1]+0.2*w[t-1]+w[t] x1.ts<-ts(x1) x1.ts par(mfrow=c(3,2)) plot(arma11[1:193], type="l", main="ARMA(1,1)") plot(x1.ts[8:200], type="l", main="ARMA(1,1)" ) acf(arma11[1:192], main="Yt = 0.3Yt-1+0.2wt-1+wt") acf(x1.ts[8:200], main="Yt = 0.3Yt-1+0.2wt-1+wt") pacf(arma11[1:193], main="Yt = 0.3Yt-1+0.2wt-1+wt") pacf(x1.ts[8:200], main="Yt = 0.3Yt-1+0.2wt-1+wt")