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From: Bahaa Khalil on 30 Mar 2010 18:30
Dear All

I would like to do simulation study, in which records are from bivariate lognormal distribution and autocorrelation of lag-1 exists.

I did find useful codes to generate bivariate normal and bivariate lognormal with specific correlation coefficient. However, I do not know how to add autocorrelation charactrisics to these generated records.

Is there a possible way to generate bivariate lonormal records with specific correlation coefficient as well as autocorrelation.

Thanks
Bahaa
bahaa_kh2003(a)yahoo.com
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