' ANALIZA VREMENSKIH SERIJA : AR(1) MODEL

workfile vezba3 u 1 300
series e = 0
series AR1=0
series AR2=0
series AR3=0
series AR4=0

rndseed 123456789

'Gausov beli sum sa varijansom jedan i sredinom nula

series e = nrnd


'4 VARIJANTE AR(1) MODELA' 

smpl 2 300
ar1 = 0.7*ar1(-1)+e
ar2 = -0.7*ar2(-1)+e
ar3 = 0.9*ar3(-1)+e
ar4 = -0.9*ar4(-1)+e