Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Simulation Question


From   "Subhankar Nayak" <nayak@bellsouth.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Simulation Question
Date   Wed, 12 May 2004 19:46:17 -0400

I have a simulation question...
(not related to stata, but I need feedback 
from those familiar with this).

I have a time series [X(t),t=1,N]
I know the mean E(x) and Variance V(X).

I want to simulate/generate a time series
[Y(t), t= 1,N] such that

mean = E(Y) (specified) 
variance = V(Y) (specified)
correlation = R (specified)

In other words, Y is a new simulated series 
correlated to X by a factor R.

Any help/guidance will be greatly appreciated.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index