### simulating lag1 autoregressive process
library(dplyr)
library(ggplot2)
library(GGally)
set.seed(12345)
n <- 1000
divisor <- 2 # how much less variance to give the lag1 variance contribution to tmp3
tmp1 <- rnorm(n)  # base data
tmp2 <- dplyr::lag(tmp1, n = 1) # lag1 component
tmp <- tmp1 + tmp2/divisor
tmp <- na.omit(tmp)
tmpDF <- as.data.frame(cbind(tmp,
                             dplyr::lag(tmp, n = 1),
                             dplyr::lag(tmp, n = 2),
                             dplyr::lag(tmp, n = 3),
                             dplyr::lag(tmp, n = 4)))
colnames(tmpDF) <- c("tmp","lag1","lag2","lag3","lag4")
ggpairs(tmpDF)
acf(tmp, lag.max = 10)
pacf(tmp, lag.max = 10)