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Rorystu 0 Newbie Poster

yt= 1.0 + 0.90yt-1 + e1t

zt= 1.0+ 1.0zt-1 +e2t

Using RATS generate 500 observations for y and z. note e1t and e2t are iid. save the generated y and z in a RATS data file (.rats) and open your data file. plot y and z and discuss the time series properties of each series. use the display command when discussing the results. all work should be done in RATS only.


Can someone help me with this? Thanks

allocate 500
set y = 0.0
equation(variance=1.0,coeffs=||1.0,0.9||) simeq y 1 0
simulate(from=2,steps=499) 1
# simeq y
print

allocate 500 
set x = 0.0
equation(variance=1.0,coeffs=||1.0,1.0||) simeq x 1 0
simulate(from=2,steps=499) 1
# simeq x
print

This is what i have so far

Edited by Rorystu because: n/a
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