I can create both correlated series and autocorrelated time series with well defined correlation factors. I am however having trouble creating two series given fixed autocorrelation for some number of lags in the series (autocorrelation might differ between the two as well), that also has a specific correlation between the series.
I have found some help here: http://stats.stackexchange.com/questions/71211/how-to-generate-normal-random-variable-vector-which-is-spatially-auto-correlated but I have a hard time implementing it in R, being a R-novice. Thanks, Daniel [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
