Generating observations with an AR(1) Model
Posted: Thu Feb 17, 2011 1:52 pmThat works fine, thanks
The RATS Software Forum
A Forum for RATS Software and Econometrics Discussions
http://www.estima.com/forum/
Generating observations with an AR(1) Model
Page 1 of 1
Posted: Thu Feb 17, 2011 1:52 pmRe: Generating observations with an AR(1) Model
Posted: Thu Feb 17, 2011 4:25 pmThe Johnston and DiNardo example johnp059.rpf and the Hamilton example hamp055.rpf are almost spot-on for what you want to do. The Johnston example uses the same "shocks" for each process, while the Hamilton one draws them independently.