From: Chrisitan Falde <cfalde_at_hotmail.com>

Date: Tue, 29 May 2007 22:15:39 -0500

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 30 May 2007 - 03:25:53 GMT

Date: Tue, 29 May 2007 22:15:39 -0500

Hello,

My name is Christian Falde. I am new to R.

To start I did the following non lagged program.

final(1:25,25) final(1:50,50) final(1:100,100) final(1:200,200) final(1:10000,10000)

Now the "only" thing I need to to is change ".8*10*i" which is exogenous to ".8* y(t-1) ".

There are two reasons why I did it this way. I needed the rnorm(i) to generate a new set of u's each replication, and I wanted to be able to use the function as i did to make the results more concise.

For the lag in SAS we used an if then else logic relating to the number of observation. This in R would have to be linked to the invisable row number. I think I need an index variable for the row. Perhaps, sorry thinking while typing.

Another reason why I am stuck, the lag function was seemingly straight forward.

lag (x, k=1)

yet x has to be a matrix so when I tried to do it like above with y as a function R complained.

I have been working on this for a couple of days now so everything is begining to not make sense. It just seems to me to get the matrix to work out I would need to have two matrices.

dependent and explanatory y1 = sum ( 1 +.8*0 + 100*rnorm(i)) y2 = sum ( 1 +.8* (dependent row 1) + 100*rnorm(i))etc

I just am not sure how to do that.

Please help and thank you for your time,

christian falde

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