# T_t is the stochastic trend modeled as a random walk
n=50
beta1=.3
sigmab=.5
b=rnorm(n,mean=beta1,sd=sigmab)
T=cumsum(b)
plot(T,type='o')

# Above, model stationary velocity or first derivative, or first difference

# Now consider stationary acceleration
n=20
beta1=0.3
sigmab=.5
b=rnorm(n,mean=beta1,sd=sigmab)
b

T=cumsum(cumsum(b))
plot(T,type='o')