set.seed(123456) e <- rnorm(500) # pure random walk rw.nd <- cumsum(e) # trend trd <- 1:500 # random walk with drift rw.wd <- 0.5*trd + cumsum(e) # deterministic trend and noise dt <- e + 0.5*trd # plotting par(mar=rep(5,4)) plot.ts(dt, lty=1, ylab='', xlab='') lines(rw.wd, lty=2) par(new=T) plot.ts(rw.nd, lty=3, axes=FALSE) axis(4, pretty(range(rw.nd))) lines(rw.nd, lty=3) legend(10, 18.7, legend=c('det. trend + noise (ls)', 'rw drift (ls)', 'rw (rs)'), lty=c(1, 2, 3))