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Thank you, now it works with this code: !length = 480 !sample = 400 wfcreate HP u 1 !length !mcmax = 1000 for !phi1 = 0 to 1 step 0.1 for !phi2 = 0 to 1 step 0.1 !phi110 = 10*!phi1 !phi210 = 10*!phi2 matrix (!mcmax) tstat_0!phi110!phi210 matrix (!mcmax) pwerte_0!phi110!phi210 for !i = 1 to !mcmax 'B...

Hey all, my problem is the following one: I want to create a Monte Carlo Simulation with generating two different time series of a AR(1)-Process. Therefore, I generate two independet times series with different white noise processes (different standard deviations). Subsequently, the one lagged value...