Pinky (guest) meinte am 2. Nov, 13:16:
Excel?
Does anybody know how to simulate this model in excel?
M (guest) antwortete am 2. Nov, 17:00:
It's easy: just generate two noise series (for a_t and epsilon_t respectively) using the built-in random number generator, then set p_0=0 (for example) and build the series according to the formula.
