Generating observations with an AR(1) Model
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Generating observations with an AR(1) Model
by tomsmith » Thu Feb 17, 2011 1:52 pm
That works fine, thanks
Last edited by tomsmith on Mon Feb 21, 2011 10:51 am, edited 2 times in total.
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Re: Generating observations with an AR(1) Model
by TomDoan » Thu Feb 17, 2011 4:25 pm
The 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.
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