# This is to simulate a function an uncorrelated linear time series.
# The innovations in this time series are from a chi-square but you can 
# use what you want. 

artwist  = function(a,n1){

           n = (n1+200+1)

# generate the innovations
    
         gen = (rchisq(n,1)-1)

           x = rep(0,n)
                  
         for(j in c(2:n)){

           x[j] = (a*x[j-1]+gen[j])

         }

         y = (x[-n] - (a/(1-a**2))*gen[-1])

         y1 = y[-c(1:200)]  
           
         return(y1)

       }

#####

# Test

# showing that it is uncorrelated

test = artwist(-0.6,400)

acf(test)

##

# showing that there is correlation in the squares (for the non-Gaussian case)

acf(test**2)