/* Standard Wiener Process (sig=1) */
new; cls;
T=1;
n=252;
W=0|swiener(T,n);

library pgraph;
graphset;
xy(seqa(0,T/n,n+1),W);



proc swiener(T,n);
   local delt,Z,W;
   delt=T/n;
   Z=sqrt(delt)*rndn(n,1);
   W=cumsumc(Z);
   retp(W);
endp;