Data Generating Processor

J

JulieSmiths

New Member
Joined
Aug 18, 2014
Messages
14
Hello,
I am trying to create a data generating processor on VBA excel where I would put a formula (e.i y=1+9y+b) and I would be able to generate multiple observations with that. The problem is I have no idea where to start: like where to enter the formula and everything.
Thank you in advance for your time.
Julie Smiths
 

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Show an example of the reult you're trying to achieve.
 
Upvote 0
Hi,
Thanks for the reply
I would like to obtain a table like the one below
a column with t(time) and one with y (the value I want to generate)
So it would look like this
t y
1 i already have the value (e.i 3)
2 unknow
3 ....
4
5
6
...

thanks
Julie Smiths
 
Upvote 0
Not following that, Julie.

y = 1 + 9y + b

Is b the unknown? Where is t in that?
 
Upvote 0
I am sorry I was unclear. T is the time t=1 (today) and t=2 tomorrow and so on
The formula is y(t) = 1 + 9y(t-1) + b(t)
I already have y1 which is 3 and b(t) ~ N (0,1)
The processor need to be an autoregressive process with a derivation
 
Upvote 0
This is no more than a guess:

Row\Col
A​
B​
C​
1​
t​
y​
​
2​
1​
3.00​
B2: Input
3​
2​
28.31​
B3: =1 + 9*B2 + RAND()
4​
3​
256.76​
5​
4​
2312.55​
6​
5​
20814.73​
7​
6​
187333.67​
 
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