Hi there,

I am not an expert, but simple experimentation using the acf() function
shows that your statement is not true (see ?acf and ?replicate for more
information):

foo <- function(x) acf(x, plot = FALSE)$acf[,,1]
result <- replicate(10000, foo(rnorm(100)))
result <- t(apply(result, 1, quantile, probs = c(0.025, 0.975)))  # 95%CI
rownames(result) <- paste('lag_', 0:(NROW(result) - 1), sep= "")
result

Could you please elaborate?

HTH,
Jorge.-


On Wed, May 30, 2012 at 7:39 AM, juliane0212 <> wrote:

> Hello,
>
> currently I'm working on a model based on Monte-Carlo-Simulations.
>
> I observed that a generated normal distributed times series using
> rnorm(100,mean=0,sd=1)
> is far away from being not autocorrelated.
>
> Is there any other gerenator implemented in R, which might solve my
> problem?
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/alternative-generator-for-normal-distributed-variables-tp4631815.html
> Sent from the R help mailing list archive at Nabble.com.
>
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