How to simulate two parameters with correlation of 0.8

[Rick_SAS]

Use PROC SIMNORMAL with the COV matrix that you specify in the image.

[Ksharp]

So interesting. Maybe you need this ?

data have;
call streaminit(12345678);
do i=1 to 1000;
 x=rand('normal',0,0.1225);
 e=rand('normal',0,0.1225);
 y=0.8*x + sqrt(1-0.8**2)*e;
 output;
end;
run;

proc standard data=have out=temp std=2;
var y;
run;
data want;
 merge have(keep=x) temp(keep=y);
 run;
 proc corr data=want;
var x y;
run;

[superbug]

@Ksharp 

Thanks much for you alternative input. it is awesome!