Consider a (stationary) autoregressive process, say of order 2, for some white noise with variance . Here is a code to generate such a process, __ phi1=.5 __ phi2=-.4 __ sigma=1.5 __ set.seed(1) __ n=240 __ WN=rnorm(n,sd=sigma) __ ... [Read more...]

Check them out. Here are thirty homoskedastic ones: __ homo.wiener for (j in 1:30) {  for (i in 2:length(homo.wiener)) {          homo.wiener[i,j] for (j in 1:30) {        plot( homo.wiener[,j],           type = "l", col = rgb(.1,.... [Read more...]