Random Walk model in R

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Hi! I want to know what is the Random Walk model in R and how can I stimulate it?
Jul 10, 2018 in Data Analytics by CodingByHeart77
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edited Jul 10, 2018 by CodingByHeart77 62 views

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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)
answered Jul 10, 2018 by darklord
• 6,140 points

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