1set.seed(123456)
2e <- rnorm(500)
3## trend
4trd <- 1:500
5S <- c(rep(0, 249), rep(1, 251))
6## random walk with drift
7y1 <- 0.1*trd + cumsum(e)
8## random walk with drift and shift
9y2 <- 0.1*trd + 10*S + cumsum(e)
10