set.seed(123) rw<-rnorm(200, mean=0.5,sd=sqrt(2)) rw.ts<-ts(rw) rw.ts crw<-cumsum(rw.ts) crw set.seed(123) x1<-w<-rnorm(200, mean=0.5, sd=sqrt(2)) x1 w for(t in 2:200) x1[t]=x1[t-1]+w[t] x1.ts<-ts(x1) x1.ts plot(rw.ts, type="l") par(mfrow=c(3,2)) plot(crw, type="l", main="Random Walk") plot(x1.ts, type="l", main="Random Walk") acf(crw, main="Yt = Yt-1+wt") acf(x1.ts, main="Yt = Yt-1+wt") pacf(crw, main="Yt = Yt-1+wt") pacf(x1.ts, main="Yt = Yt-1+wt")