Generating observations with an AR(1) Model
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tomsmith
- Posts: 2
- Joined: Thu Feb 17, 2011 12:28 pm
Generating observations with an AR(1) Model
That works fine, thanks
Last edited by tomsmith on Mon Feb 21, 2011 9:51 am, edited 2 times in total.
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TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm
Re: Generating observations with an AR(1) Model
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.