Hi everybody
I'm trying to simulate a stochastic process in R. I would like consider n
log normal time series. The first time serie has a growth rate lower than
the second and so on. the initial time of the first serie is lower than the
initial time of the second and so on. In the long run the series have the
same value. Do you have any idea at running such a process?
Other question: How can I reduce the domain of a random variable?
Thanks
March
--
View this message in context:
http://www.nabble.com/time-series-simulation-tf2287059.html#a6352577
Sent from the R help forum at Nabble.com.
______________________________________________
[email protected] 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.
