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how to simulate AR(2)

Posted: Sun Mar 22, 2009 7:50 am

by shikelang

Dear Eviews Lovers, can you help me how to program to simulate AR(2)? For example
y=0.2y(-1)+0.1y(-2)+nrnd

Re: how to simulate AR(2)

Posted: Sun Mar 22, 2009 8:30 am

by startz

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) + nrnd

Re: how to simulate AR(2)

Posted: Sun Mar 22, 2009 4:11 pm

by shikelang

Thanks very much startz, I can get AR(2) simulation.