[R] Time Series DGPs

keele@email.unc.edu keele at email.unc.edu
Thu Sep 25 15:28:13 CEST 2003

  I was wondering if anyone had some sample time series dgp code.  I am 
particularly interested in examples of autoregressive processes and 
error correction model DGPs.  I have attached a more specific example 
of what I mean.  I have tried myself but would hoping someone had some 
more elegant code that would help me extend my own code.


Luke Keele
UNC-Chapel Hill
Nuffield College, Oxford University
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