Rwalk <- vector()
Rwalk[1] <- rnorm(1)
for (i in 2:60) {
Rwalk[i]<-Rwalk[i-1]+rnorm(1)
}
ts_Rwalk<-ts(Rwalk)
win.graph(width = 4.8,height = 8,pointsize = 8)
plot(ts_Rwalk,ylab="Random work",xlab="time")
point(Rwalk,col="blue")
运行结果:
我承认真的太像股票了,不过股票还有情绪博弈什么的!