Question: Animation and Unit Root

 

The below code is quite good but one thing that is annoying is that we get the same trajectory all the time.

Any suggestions on how this can be fixed ? ( when the simulation starts over I would like to have a new trajectory)

I tried to put the random variable inside the procedure but the result was that all trajectories are changing all the time, which

was not really what I wanted .....

 

restart : with(Statistics) : with(plots) : randomize() :
n := 50 : r := Sample(RandomVariable(Normal(0, 5)), n) :
s[1] := 100 : for i from 2 to n do s[i] := s[i-1]+r[i] end do :
for i to n do p[i] := [seq(s[i], i = 1 .. i)] end do :
An := proc(time)  LineChart(p[round(time)], labels = ["Time", "Stock Price"]) end proc :
animate(An, [time], time = 1 .. n, frames = n) ;
 

 

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