0
$\begingroup$

I downloaded the closing prices of stocks. Then I computed the returns and saved in a matrix. Now i want to simulate an AR(1) with the value of the returns. How can i do it?

P.S - in R studio

$\endgroup$
  • $\begingroup$ Welcome to Stats.SE. Take the opportunity to take the tour( stats.stackexchange.com/tour), if you haven't done it already. See also some tips on how to ask and on formatting help and write down equations using LaTeX / MathJax. If your question is clear and focused on your specific difficulty and you show your effort in solving the problem, it's more likely to get good and helping answers. $\endgroup$ – Ertxiem - reinstate Monica Jul 15 at 15:36
  • $\begingroup$ You can use arima.sim() for this. $\endgroup$ – user2974951 Jul 17 at 7:01

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.