Originally Posted by

**bradbrad** Hi!

Just wondering if anyone would like to help me with this.

I'd like to obtain 1000 samples each of 100 observations of the following autoregressive equation

x(t+1) = a*x(t) + e(t+1)

where x is some random variable and e is white noise. To do it once, you can write a for loop as follows:

x(1) = 0

for t = 1:100

x(t+1)=a*x(t) + e(t+1)

end

That's fine. But how would I repeat the process 1000 times, each time with a different 100 observation sample for e and also have the x series from each sample stored?

Cheers guys.