[R] simulate AR1 process with uniform distribution and different y0 values
Ashwini Patil
ash369ster at gmail.com
Sat Oct 8 22:42:10 CEST 2016
Hello
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.
#----------#Start#---------#
rm(list=ls())
library(tseries)
#library(zoo)
set.seed(0)
y<-arima.sim(model=list(ar=.75), n=100, innov = runif(100, 0, 1))
y.1<-y-0.5
ts.plot(y.1)
[[alternative HTML version deleted]]
More information about the R-help
mailing list