I have generated some data point for a given probability density function (PDF). I am think about ordering them so that the new data satisfies the autocorrelation function. Is there a way of doing this? Thanks.
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closed as offtopic by YCor, David Roberts, Tom De Medts, RP_, Chris Godsil Sep 11 at 12:45
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$\begingroup$ if you generated the datapoints independently from the PDF, you cannot introduce correlations simply by ordering them. $\endgroup$ – Carlo Beenakker Sep 11 at 9:13

$\begingroup$ ok. maybe this is not the way of achieving both. Then, is there a way of generating data that satisfies both PDF and autocorrelation? $\endgroup$ – Michael Fan Zhang Sep 11 at 9:45

$\begingroup$ here is one method: Generation of random sequences with jointly specified probability density and autocorrelation functions $\endgroup$ – Carlo Beenakker Sep 11 at 10:10

$\begingroup$ let me take a look. Thanks. $\endgroup$ – Michael Fan Zhang Sep 12 at 1:42

$\begingroup$ i read the method in it, which seems to be very computational inefficient for a long sequence of data. $\endgroup$ – Michael Fan Zhang Sep 12 at 3:00