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random number generation
Posted: Thu Mar 17, 2011 1:55 pm
by rbriceno
Dear users of the list. I am using Eviews 7. I would like to know how can I generate a series with 100 values, generated by normal with (0,9) parameters. I have read about how to generate random numbers with a normal distribution, but there is no mention about how to include specific parameters into this generation.
Anaybody can help? thanks.
Re: random number generation
Posted: Thu Mar 17, 2011 2:03 pm
by EViews Gareth
i.e. de-standardise the normal variable.
Re: random number generation
Posted: Fri Mar 18, 2011 9:36 am
by rbriceno
Thanks for your reply Gareth. One additional question: if I need to create 100 diff series following the same distribution, do I have to run a loop? I'm not clear about how to do it.
Thanks for your help.
Re: random number generation
Posted: Fri Mar 18, 2011 9:39 am
by EViews Gareth
Yep.
Code: Select all
!mean = 0
!var = 9
!n = 100
for !i = 1 to !n
series x!i = !mean + @sqrt(!var)*nrnd
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