set.seed(123) x2<-u2<-rnorm(300) for(t in 2:300) x2[t]=0.5+x2[t-1]+u2[t] x2.ts<-ts(x2) set.seed(1234) u1<-v<-rnorm(300) for(t in 2:300) u1[t]=0.9*u1[t-1]+v[t] u1.ts<-ts(u1) set.seed(12345) x1<-z<-rnorm(300) for(t in 2:300) x1[t]=4.5+x2[t]+u1[t] x1.ts<-ts(x1) plot(x1, type="l", col="red", xlab="Time", ylab="X1 & X2") lines(x2, lty=2, col="blue")