' ANALIZA VREMENSKIH SERIJA : AR(2) MODEL

workfile vezba4 u 1 300
series e = 0
series AR21=0
series AR22=0
series AR23=0
series AR24=0

rndseed 123456789

'Gausov beli sum sa varijansom jedan i sredinom nula

series e = nrnd


'4 VARIJANTE AR(2) MODELA'
 
smpl 3 300
ar21=0.5*ar21(-1)+0.4*ar21(-2)+e
ar22=-0.5*ar22(-1)-0.4*ar22(-2)+e
ar23=0.5*ar23(-1)-0.4*ar23(-2)+e
ar24=-0.5*ar24(-1)+0.4*ar24(-2)+e