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generation of simulated data in R with loop

 2 years ago
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generation of simulated data in R with loop

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I'm trying to simulate a data set that I will go on to using later. I need to create a variable with 1000 observations (n=1000) where each observation is a function of the previous observation with the following equation: yt is 80% yt-1 + 20% random noise with mean 0 and sd 1. Also, the value of y1 = 1.

This is the code I have so far (it runs, but only provides me with 1000 1's and no other values. Thus, it's not generating the data correctly and I cannot figure out why...):

n <- 1000
i <- rnorm(n=1000, mean=0, sd=1)
data <- rep(1,1000);
for(i in 2:1000){
  y[i]=0.80*y[i-1] + 0.20*rnorm(1)
    }
data

Any advice or help with this code is appreciated! Thanks!

You have not instantiated the y vector simply change data to y and you should be fine. Here is it all together:

y <- rep(1,1000);
for(i in 2:1000){
  y[i]=0.80*y[i-1] + 0.20*rnorm(1)
    }
y

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