Hi Kathryn: I'm sorry because I didn't read your question carefully enough.
arima.sim won't help because you don't have a normal error term. I think
you have to loop unless someone else knows of a way that I'm not aware of.
good luck.
On Mon, Jun 25, 2012 at 8:39 AM, Kathie <kathryn.lord2...@gmail.com> wrote:
> 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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