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Generating observations with an AR(1) Model
Posted: Thu Feb 17, 2011 12:52 pm
by tomsmith
That works fine, thanks
Re: Generating observations with an AR(1) Model
Posted: Thu Feb 17, 2011 3:25 pm
by TomDoan
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.