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- Mon Nov 17, 2008 3:20 am
- Forum: Programming
- Topic: AR1 and Autocorrelation function
- Replies: 0
- Views: 5750
AR1 and Autocorrelation function
Hello, I'm new here and I have some basic questions about Eviews 5. I want to simulate two AR1 processes. After creating a workfile with 1000 observations, I use the following codes to implement the processes : genr e = nrnd genr x1 = nrnd genr x2 = nrnd smpl 2 1000 x1 = 0.4*x1(-1) + e x2 = -0.4*x2(...