[R] simulate AR1 process with uniform distribution and different y0 values
ash369ster at gmail.com
Sat Oct 8 22:42:10 CEST 2016
I need to plot an ar1 graph for process yk=0.75y (k-1) + ek, for y0=1 and
another graph for y0=10.
assume ek is uniformly distributed on interval [-0.5,0.5].
i have the following code but i am not sure how to control y0.
y<-arima.sim(model=list(ar=.75), n=100, innov = runif(100, 0, 1))
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