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2008 Jul 22
1
help with simulate AR(1) data
Hi, sorry for bothering your guys again.
I want to simulate 100 AR(1) data with cor(x_t, x_t-1)=rho=0.3. The mean of
the first 70 data (x_1 to x_70) is 0 and the mean of the last 30 data (x_71
to x_100) is 2. Can I do it in the following way?
x <- arima.sim(list=(ar=0.3), 100)
mean <- c(rep(0, 70), rep(2, 30))
xnew <- x+mean
If the above code to simulate 100 AR(1) data is right, what should I do if I
want to simulate 1000 independent group of this data? Each group contains
100 AR(1)...