Try this for size:
Not a very efficient way to do it though!!!
Get.Random.Walk<-function(){
length.walk<-1000
rand.walk<-rep(0,length.walk)
for(i in 2:length.walk)
{
rand.walk[i]<-rand.walk[i-1]+rnorm(1, mean=0, sd=1)
}
return(rand.walk)
}
plot(Get.Random.Walk())
-----Original Message-----
From: allan clark [mailto:[EMAIL PROTECTED]
Sent: 10 February 2004 14:48
To: Rhelp
Subject: [R] R: lags
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
KSS Ltd
Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England
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Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305
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