What is a Random Walk model and how can you simulate it using R?

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I want to know about a Random walk in R!

 Can someone please help!!

Jul 3, 2018 in Data Analytics by CodingByHeart77
• 3,690 points
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1 answer to this question.

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A random walk is a simple example of non-stationary process.

A random walk has:

  • No specified mean or variance
  • Strong dependence over time
  • It’s changes or increments are white noise

Simulating random walk in R:

arima.sim(model=list(order=c(0,1,0)),n=50)->rw ts.plot(rw)

Random_Walk-R Interview Questions-Edureka

answered Jul 3, 2018 by DataKing99
• 8,130 points

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