R equivalent of MATLAB's filter function
I'm adapting MATLAB code to R and trying to generate a waveform using ARMA formula. Is there a simple R equivalent function for MATLAB's filter to take AR/MA coefficients to build a waveform? npts = 100; a = [1 0.6]; % AR coeffs b = [1 0.25 3]; % MA coeffs e = randn(npts,1); % generate gaussian white noise waveform = filter(b,a,e); % generate waveform Hmm can't you achieve that with filter function in the package signal ? require(signal) a = c(1,0.6) b = c(1,0.25,3) e = rnorm(100) waveform = filter(b,a,e) Yeah, you can do this usring arima.sim , e.g. arima.sim(npts, model=list(ar=a, ma=b),