Dear R users,
I'd like to compute X like below.
X_{i,t} = 0.1*t + 2*X_{i,t-1} + W_{i,t}
where W_{i,t} are from Uniform(0,2) and X_{i,0} = 1+5*W_{i,0}
Of course, I can do this with "for" statement, but I don't think it's good
idea because "i" and "t" are too big.
So, my question is that
Is there any better idea to avoid "for" statement for this problem?
Thank you in advance.
Kathie
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