AR1 process in order to show a converging process

[ecofine]

Hello.

I am trying to draw a converging process of AR1 process as below:
But this graph does not converge to a point. Can you help me about whether this is a mistake or
simply a matter of plotting technique. If you know how to make a converging graph, please let me know!

Thank you!

IH
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wfcreate smpl u 100

smpl @first @first
series y = 0

smpl @first+1 @last

series i=@rnd
series y =0.9*y(-1)+ i

series dy=y-y(-1)

plot y

plot dy

[EViews Gareth]

You might need to describe what you think the program is doing before we can judge if it is actually doing it or not.

[startz]

My guess is that you wanted mean zero errors. The function @rnd (which isn't in the manual but which appears to be equivalent to rnd) generates uniform(0,1) draws.

[ecofine]

Thank you for your good comments!

I found that I have to write the solution of differential equation of AR(1) model in order to show a convergence.
It is like, y=o,9^t.