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Question: generating a sequence of autocorrelated random numbers?

Question:generating a sequence of autocorrelated random numbers?

Scimann 511 Maple
January 07 2008
0
There's a discussion on generating cross-correlated sequences( http://www.mapleprimes.com/forum/generate-correlated-random-numbers), but how do I create a sequence of correlated random variables from an arbitrary distribution? How do I test a given time series (list,vector) for a possible autocorrelation (serial dependence) with maple? Thanks.
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