How to add a positive trend to simulated ARIMA

Question

I would like to add a positive trend to the following simulated ARIMA variable

price <- arima.sim(n = n, list(ar = c(0.8897, -0.4858), ma = c(0.279, 0.2488)), sd = sqrt(0.001))

In one attempt I tried to change the sign of the second term in ar, but I got the error that this made the series non-stationary. Wether it is stationary or not does not bother me, I just wanted a positive trend.

Answer 1

If you want a positive trend, just add it to the series:

n <- 100
foo <- arima.sim(model=list(ar = c(0.8897, -0.4858), ma = c(0.279, 0.2488)), 
  n = n, sd = sqrt(0.001))
plot(foo+0.005*(1:n))

Alternatively, you may be interested in getting an integrated ARIMA process. If so, specify an order in the model parameter:

foo <- arima.sim(model=list(ar = c(0.8897, -0.4858), order=c(2,1,2), ma = c(0.279, 0.2488)),
  n = n, sd = sqrt(0.001))
plot(foo)