# interest rate
JGB<-read.table("kokusaikinri.txt")
kinri<-ts(JGB,start=c(1972))
ar(kinri)

R<-matrix(rnorm(30*20),30,20)
E<-matrix(rep(1,30*30),30,30)
E[upper.tri(E)]<-0
KS1<-1.3626+1.0872*E*R
KS<-rbind(rep(1.5,20),KS1)
plot(ts(KS),plot.type="single")

ar(log(kinri))

