# R source code for generating data from AR(1) processes.
 
#set the seed so we all have the same time series
set.seed(1)

# AR(1) series with phi = 0.1 
y.10 <-  arima.sim(model=list(ar=0.1), n=100)

# AR(1) series with phi= 0.5
y.50 <- arima.sim(model=list(ar=0.5), n=100)

# AR(1) series with phi= -0.5
y.m50 <- arima.sim(model=list(ar=-0.5), n=100)

# AR(1) series with phi= 0.9
y.90 <- arima.sim(model=list(ar=.9), n=100)


# set up for a 2x2 matrix of graphs
par(mfrow=c(2,2))

plot(y.10)
title("phi=0.1, Stationary AR(1) process")
abline(h=0)

plot(y.50)
title("phi = 0.5, Stationary AR(1) process")
abline(h=0)

plot(y.m50)
title("phi = -0.5, Stationary AR(1) process")
abline(h=0)

plot(y.90)
title("phi = 0.9, Stationary AR(1) process")
abline(h=0)