#ARIMA Simulations from the S-Plus Documentation.





# Simulate an ARMA(1,1) with standard deviation of innovations 1. 
x <- arima.sim(100,model=list(ar=.5,ma=-.6)) 



# Simulate an ARIMA(0,1,1) with contaminated innovations. 
rand.10wild <- function(n) ifelse(runif(n)>.90, rnorm(n),rcauchy(n)) 
x.wild <- arima.sim(100,model=list(ndiff=1,ma=.6), 
                n.start=100, rand.gen=rand.10wild)