library(openxlsx) data1<-read.xlsx("http://kanggc.iptime.org/time/R/lgdpq_sa(70-08).xlsx") lgdp<-data1$lgdp_sa lgdp_sa<-ts(lgdp, start=c(1970,1), frequency=4) glgdp_sa<-lgdp_sa-lag(lgdp_sa, k=-1) mean(glgdp_sa) sqrt(var(glgdp_sa)) set.seed(1) x1<-w<-rnorm(156, mean=0, sd=0.01846839) lgdp_sa[1] x1d<-data.frame(x1) x1d[1,1]<-lgdp_sa[1] x1d.ts<-ts(x1d) x1d.ts[1] mean(x1) var(x1) sqrt(var(x1)) for(t in 2:156) x1d.ts[t]=0.01607558+x1d.ts[t-1]+w[t] x1d<-ts(x1d.ts,start=c(1970,1), frequency=4) lgdp_sa x1d plot(lgdp_sa, lwd=2, type="l", ylab="", main="Actual vs. Simulated GDP") lines(x1d, lwd=2, lty=6, col="blue") legend("bottomright", legend=c("Actual GDP","Simulated GDP"),col=c("black", "blue"),lty=1)