Dear Alan, Perhaps there's a more clever solution, but the following will work and follows directly from your statement of the problem (e.g., for 100 observations):
e <- rnorm(100) y <- rep(0, 101) for (t in 2:101) y[t] <- y[t-1] + e[t] y <- y[-1] I hope that this helps, John On Tue, 10 Feb 2004 16:48:22 +0200 allan clark <[EMAIL PROTECTED]> wrote: > 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 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
