I want to simulate an AR(1) model x\_t = rho \* x\_(t-1) + e\_t, where rho=1, n=1050, so I tried the following code in R.

```
 y <- arima.sim(list(order = c(1,0,0), ar = 1), n = 1050)

```

But R returns the following message: Error: 'ar' part of model is not stationary.
How can I simulate this AR(a) model in this case?