by user2974951
Last Updated September 11, 2019 09:19 AM - source

Suppose a random walk that looks like this

```
set.seed(420)
x=rnorm(1000)
y=rep(NA,length(x))
y[1]=x[1]
for (i in 2:length(x)) {
y[i]=y[i-1]+x[i]*0.7
}
```

The first 700 points are actual data, the other 300 are predictions. The predictions are assumed to be "true", however we suspect that the path will be a lot more variable than predicted.

How can we simulate some random walks, that will oscillate around the predictions (having similar mean) but with arbitrary variability. This to get a better idea of possible paths taken during this time.

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