EViews.com

Oh of course, I missed that (getting late here), thanks so much for your quick help!!

I see. would both approaches give me the same result (I just plotted both and they look very similar).

I just tried the following commands:

series X_tc=0
series X_tc(+1)=0.8*X_tc+Z_t

which seemed to work as far as creating the series. Does this represent my actual series though?

I just tried to fill the whole series with zeros and set the first value to 1, using
series X_tc=0
X_tc.fill(l) 1 2

which gives me a whole series full of zeros, and an error message, that there is a syntax error in the 'fill' line.

I am not quite sure how to do that, since X does not exist yet.

I did not, do you mean to set X_0 equal to 0 (or a random value)?

Hi everyone, I generated a sample of 500 standard nomally distributed random variables, Z_t, and now I am trying to generate the following process: X_t=0.8X(-1)-1+Z_t Before, I have already generated a MA(2) process with series: series Y_t=Z+2*Z_t(-1)+Z_t(-2) and I tried to proceed in a similar fash...