Algorithm 2: Synthetic Data Generating Procedure.
1	for i = 1, 2, …, n do
2	Draw Ri,1 ∼ N(0, 1);
3	for j = 2, 3, …, t do
4	Let ri,j ∼ Uniform(−0.1, 0.1);
5	Ri,j ← Ri,j−1 + ri,jRi,j−1;
6	end
7	end