I have a simulation question...
(not related to stata, but I need feedback
from those familiar with this).
I have a time series [X(t),t=1,N]
I know the mean E(x) and Variance V(X).
I want to simulate/generate a time series
[Y(t), t= 1,N] such that
mean = E(Y) (specified)
variance = V(Y) (specified)
correlation = R (specified)
In other words, Y is a new simulated series
correlated to X by a factor R.
Any help/guidance will be greatly appreciated.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
