ABSTRACT
In this chapter, we first explain methods for generating random numbers
that follow various distributions. A unified method for simulating time
series is obtained by using the state-space model. Namely, a realization
of white noise can be obtain by generating random numbers that follow
a specified distribution. In modeling, a time series model is generally
considered an output of a system with a white noise input. Therefore,
if a time series model is given, we can obtain realizations of the sys-
tem by generating a time series that follows the model by using random
numbers.
