t2 = 1               ## The error variance.
SS = c(5,10,20,40)   ## Sample sizes

## Consider these AR(1) coefficients.
for (alpha in c(0,0.3,0.6,0.9))
{
    V = NULL
    for (k in 1:length(SS))
    {
        ## The sample size.
        ss = SS[k] 
    
        ## The AR(1) data.
        X = arsim(alpha, t2, nrep, ss)

        ## The mean of each row.
        Xbar = apply(X, 1, mean)

        ## The sampling variance of Xbar.
        V[k] = var(Xbar)
    }

    ## Print out the results for a single value of alpha.
    print(V)
}