Hello everyone,
Just wanted to know how to generate 500 processes of the following model:
Yt=alpha0+alpha1*Xt+Et
where Xt is an AR(1) process as: Xt=beta0+beta1*Xt-1+Ut
I have to do this for t=30, t=100 and t=500. In this case, I have to consider that Et and Ut are N(0,1), and the other parameters are alpha0=2, alpha1=0.7, beta0=1 and beta1=0.8.
I hope you can understand what I need to do.
Thanks,
Javier
Related Posts with Generating 500 AR(1) processes
Centering the origin of the Cartesian plane in –twoway– graphsDoes anyone have a favorite method for doing this? When I need to produce a graph where (x,y)=(0,0)…
Grouping small communities to avoid small cell problemHello everyone, Thank you for your help in advance! I am quite desperate at this moment as this sho…
Loop with a conditionDear All First time poster. Using Stata 15.1 on Windows. I am doing a epidemiologic register study…
Frequency spillover and connectedness?I have been asked to investigate spillover frequencies and connectedness for a dataset using Stata, …
Estimating effect of lagged changes on wealth accumulationHi Everyone! I am trying to estimate the effect of a lagged independent variable on wealth accumula…
Subscribe to:
Post Comments (Atom)
0 Response to Generating 500 AR(1) processes
Post a Comment