white_noise = normrnd(0, 1, 100, 1);
ar1_perturb = normrnd(0, 1, 100, 1);
ar1 = zeros(10, 1);
ar1(1) = ar1_perturb(1);
rho = 0.9;
for i = 2:100
ar1(i) = rho*ar1(i-1)+ar1_perturb(i);
end
subplot(1, 2, 1)
plot(white_noise, '-k', 'LineWidth', 2)
set(gca, 'Box', 'off', 'FontSize', 20, ...
'XLim', [0, 100], 'YLim', [-2.5, 2.5], ...
'XTick', 0:20:100, 'YTick', -3:1:3, ...
'TickDir', 'out')
xlabel('Time', 'FontSize', 20)
set(gca,'OuterPosition',get(gca,'OuterPosition')+[-0.05, 0, 0.025, 0])
subplot(1, 2, 2)
plot(ar1, '-k', 'LineWidth', 2)
set(gca, 'Box', 'off', 'FontSize', 20, ...
'XLim', [0, 100], 'YLim', [-5.9, 5.9], ...
'XTick', 0:20:100, 'YTick', -4:2:4, ...
'TickDir', 'out')
xlabel('Time', 'FontSize', 20)
set(gcf, 'Position', [100, 100, 1800, 800])
set(gca,'OuterPosition',get(gca,'OuterPosition')+[-0.025, 0, 0.05, 0])