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