[R-SIG-Finance] time serie simulation

march marcella.marinelli at uniroma1.it
Sun Sep 17 23:22:10 CEST 2006


Hi everybody 
I'm trying to simulate a stochastic process in R. I would like consider n
log normal time series with different initial condition and starting at
different times. The first time serie has a growth rate lower than the
second and so on. In the long run the series have the same value. Do you
have any idea at running such a process? 
Thanks 
March 

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