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Message-ID: <28A5108D-35E3-4D6B-9C2A-E6C2486696A0@bgki.net> Date: 2009-03-10T08:24:14Z From: Josuah Rechtsteiner Subject: mean reverting model: THANKS ! dear useRs (especially andrew and gabor), you have helped me a lot, the ar(1)/ornstein-uhlenbeck type is exactly it (0<a<1 is necessary). thank you, josuah