Question: Simulate a random walk with and without drift for a sample of 10,000 observations. Observe when each process reverts to or/and crosses its unconditional mean.

Simulate a random walk with and without drift for a sample of 10,000 observations. Observe when each process reverts to or/and crosses its unconditional mean. If they do not cross their means, keep on increasing the sample size until you find a cross. How large is your sample? Compute their unconditional first and second moments and their autocorrelation functions. Comment on your results.

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