[R-sig-Geo] Simulating variables with predefined correlation and autocorrelation

[Roger Bivand]

Could you please explain why you want to do this and whether you want to use the same weights for y and x? Maybe refer to https://doi.org/10.1111/j.1538-4632.1991.tb00235.x and work referred to there; I'll try to find other references later.

Roger Bivand
Norwegian School of Economics
Bergen, Norway



Fra: Amitha Puranik
Sendt: torsdag 22. august, 12.41
Emne: Re: [R-sig-Geo]  Simulating variables with predefined correlation and autocorrelation
Til: c8a2375d-efb5-2ebe-7b3b-ac966d188f53 using cirad.fr
Kopi: r-sig-geo using r-project.org


Dear Prof Facundo Muñoz, Thank you for a quick response. I am sorry for not phrasing my query clearly. I am interested to simulate 2 variables Y and X in such a way that the resultant variables should possess the correlation coefficient of 0.6 between Y and X and autocorrelation of 0.7 in Y and 0.4 in X. The query posted in the link ( https://stat.ethz.ch/pipermail/r-sig-geo/2011-September/012728.html) focussed on only the autocorrelation of Y (spatial lag model) whereas I would like to introduce some autocorrelation in X too (spatial durbin model). Is there a way to do this? Should a covariance structure defining both correlation and autocorrelation be specified while simulating variables? If so, how to define such covariance structure? I will be grateful for your assistance. Thanks in advance. Amitha Puranik [[alternative HTML version deleted]] _______________________________________________ R-sig-Geo mailing list R-sig-Geo using r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo


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