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) data. So it is a matrix of 1000*100. Each row is a AR(1). I think there should be a quicker way to do that? (the easies way is simulate ar(1) 1000 times, but it waste time, I think) Thank you very much for your reply! Fang -- View this message in context: http://www.nabble.com/help-with-simulate-AR%281%29-data-tp18597351p18597351.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.