Am 30.04.2018 um 11:16 schrieb Riccardo (Jack) Lucchetti:
On Mon, 30 Apr 2018, Sven Schreiber wrote:
>
> Thanks, "filter" wasn't on my radar. Why don't you turn that into a
> small ARMAsimul function package?
Hm, why not. Perhaps in the next few days.
Ah, I'm just noticing that Oleh has the arima_sim package which at least
sounds very much related. I guess this was the starting motivation for
the whole speedup?
thanks,
sven