[R] R: lags

allan clark allan at stats.uct.ac.za
Tue Feb 10 15:48:22 CET 2004


hi all

how does one simulate a random walk process?

i.e

y(0)=0

y(t)=y(t-1)+ e(t)

where e(t) is normal(0,1)  say.

Regards
allan


More information about the R-help mailing list