🚀 go-pugleaf

In follow-up to my previous query, John Wiorkowski (U. Texas at Dallas),
kindly provided the correct answer.

If epsiolon(t)=e(t)+rho*e(t-1)

Then var(epsilon(t))=(1+rho)*var(e(t)), whiere e(t) are iid random variables.

Thanks John (turns out is is easily modified to get autocorelated variables
from a variaety of other distributions as well. Nifty).






           _///_
           -. .-
           ( L )    \////     +----------------------------+
         --(\=/)--  (   )     |       Evan G. Cooch        |
        /         \ /  /      |   Department of Biology    |
        I          V  /       | University of Pennsylvania |
        I            /        | Philadelphia, Pennsylvania |
        I           /         |       (215-898-7129)       |
                              +----------------------------+