y=rnorm(1000) plot(y, type="l") arima(y, order=c(1,0,1)) ARMAtoMA(ar=0.9,ma=0.5,lag.max=10) ARMAtoAR(ar=0.9,ma=0.5,lag.max=10) w=rnorm(1000) y=filter(w,filter=c(3/2,-3/4),meth="rec") plot(y) acf(y) rho=c(1,6/7,rep(0,29)) for (i in 3:31) rho[i]=3/2*rho[i-1]-3/4*rho[i-2] points(0:30,rho) ar=c(3/2,-3/4) ma=0 lags=24 plot(ARMAacf(ar,ma,lags),type="h") abline(h=0) y=arima.sim(list(ar=ar,ma=ma),n=1000) acf(y) points(0:30,ARMAacf(ar,ma,30)) pacf(y) points(1:30,ARMAacf(ar,ma,30,pacf=TRUE))