I would like further information about the first-order autoregressive sequences

In an autoregressive sequence, the value in one time step depends on the values in earlier time steps.  You can generate a first-order autoregressive sequence z₁, z₂, z₃, ... using the following model:

Where a is a coefficient between zero and one, and f(t) is a random value drawn from an uncorrelated set.  The appropriate value for a is the desired autocorrelation factor.