Time Series DGPs

I was wondering if anyone had some sample time series dgp code.  I am 
particularly interested in examples of autoregressive processes and 
error correction model DGPs.  I have attached a more specific example 
of what I mean.  I have tried myself but would hoping someone had some 
more elegant code that would help me extend my own code.

Thanks

Luke Keele
UNC-Chapel Hill
Nuffield College, Oxford University
-------------- next part --------------
A non-text attachment was scrubbed...
Name: ecm.pdf
Type: application/pdf
Size: 27931 bytes
Desc: not available
Url : https://stat.ethz.ch/pipermail/r-help/attachments/20030925/182e218e/ecm.pdf