Dear Eviews Lovers, can you help me how to program to simulate AR(2)? For example
y=0.2y(-1)+0.1y(-2)+nrnd
how to simulate AR(2)
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startz
- Non-normality and collinearity are NOT problems!
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Re: how to simulate AR(2)
Dear Eviews Lovers, can you help me how to program to simulate AR(2)? For example
y=0.2y(-1)+0.1y(-2)+nrnd
Code: Select all
series y = nrnd
smpl 3 @last
y = .2*y(-1) + .1*y(-2) + nrndRe: how to simulate AR(2)
Thanks very much startz, I can get AR(2) simulation.
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