set.seed(123) x1<-w1<-rnorm(500) for(t in 2:500) x1[t]=x1[t-1]+w1[t] (x1.ts<-ts(x1)) set.seed(1234) y1<-z1<-rnorm(500) for(t in 2:500) y1[t]=y1[t-1]+z1[t] y1.ts<-ts(y1) par(mfrow=c(2,1)) plot(x1.ts) plot(y1.ts) lm(y1~x1) ols1<-lm(y1~x1) summary(ols1) set.seed(123345) x2<-w2<-rnorm(500) for(t in 2:500) x2[t]=0.8*x2[t-1]+w2[t] (x2.ts<-ts(x2)) set.seed(123456) y2<-z2<-rnorm(500) for(t in 2:500) y2[t]=0.5*y2[t-1]+z2[t] y2.ts<-ts(y2) plot(x2.ts) plot(y2.ts) lm(y2~x2) ols2<-lm(y2~x2) summary(ols2)