lass='no'>Zt</span> <span class='kw'>=</span> <span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/arima.sim'>arima.sim</a></span>(<span class='kw'>n</span> <span class='kw'>=</span> <span class='no'>n</span>, <span class='fu'><a href='https://www.rdocumentation.org/packages/base/topics/list'>list</a></span>(<span class='kw'>ar</span> <span class='kw'>=</span> <span class='fl'>0.70</span>))
<span class='no'>Wt</span> <span class='kw'>=</span> <span class='fu'><a href='https://www.r