# R source code for generating data from AR(1) processes.

# arsim1:
# Function to generate observations from a stationary AR(1)
# process. Supply the correlation parameter and the number
# of observations to generate. Here, we generate the process
# by looping.

ar1sim <- function(n, phi=0) {
 if (n < 1) stop(message="n < 1.")
 if (abs(phi) > 1) stop(message="abs(phi) > 1.")
 z <- rnorm(n)
 y <- z
 y[1] <- z[1]/sqrt(1 - phi^2)
 if (n > 1)
   for (i in seq(2,n)) y[i] <- phi * y[i-1] + z[i]
 y
}