[R] time series simulation

From: march <marcella.marinelli_at_uniroma1.it>
Date: Sun 17 Sep 2006 - 18:02:08 GMT

Hi everybody
I'm trying to simulate a stochastic process in R. I would like consider n log normal time series. The first time serie has a growth rate lower than the second and so on. the initial time of the first serie is lower than the initial time of the second and so on. In the long run the series have the same value. Do you have any idea at running such a process? Other question: How can I reduce the domain of a random variable? Thanks

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Received on Mon Sep 18 04:04:51 2006

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