#AR1 Series  
e<- rnorm(200) 
seq<- 1:200; Y<- 1:200; Y[1]<- 0

postscript(file="AR1plot.ps",height=16,width=10,horizontal=F)
par(mfrow=c(2,1))

alph<- 0.66
for (i in 2:200)
{Y[i]<- alph*Y[i-1] + e[i]}
mean(Y)
c(sqrt(var(Y)),sqrt(1/(1 - alph*alph)))

plot(seq,Y,type="l",lty=1,xlim=c(0,200),ylim=c(-4,4),xlab="t",
   ylab="AR(1) Series")
abline(h=c(-2,0,2),lty=2)
title(main="AR(1) Processes",cex=0.85)
text(170,-4,"a =",font=13); text(190,-4,alph)

alph<- -0.66
for (i in 2:200)
{Y[i]<- alph*Y[i-1] + e[i]}
mean(Y)
c(sqrt(var(Y)),sqrt(1/(1 - alph*alph)))

plot(seq,Y,type="l",lty=1,xlim=c(0,200),ylim=c(-4,4),xlab="t",
   ylab="AR(1) Series")
abline(h=c(-2,0,2),lty=2)
text(170,-4,"a =",font=13); text(190,-4,alph)

dev.off()

rm(alph)
rm(e,Y,seq)