Hi: Use arima.sim because when you have recursive relationships like that,
there's no way to
not loop. If arima.sim doesn't allow for the trend piece (0.1*t ), then you
can do that part seperately using cumsum(0.1*(1:t)) and then add it back in
to what arima.sim gives you.  I don't remember if arima.sim allows for a
trend. It might.


Mark


On Mon, Jun 25, 2012 at 8:39 AM, Kathie <kathryn.lord2000@gmail.com> wrote:

> Dear R users,
>
> I'd like to compute  X like below.
>
> X_{i,t} = 0.1*t + 2*X_{i,t-1} + W_{i,t}
>
> where W_{i,t}  are from Uniform(0,2) and X_{i,0} = 1+5*W_{i,0}
>
> Of course, I can do this with "for" statement, but I don't think it's good
> idea because "i" and "t" are too big.
>
> So, my question is that
>
> Is there any better idea to avoid "for" statement for this problem?
>
> Thank you in advance.
>
> Kathie
>
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