This pattern is called "Drop Stitch" in my knitting book. I used 3 strands to get the colors I needed, and #9 needles.

I cast on 8 stitches.

The first row, knit the whole row, wrapping the yarn around the needle 3 times for each stitch.

For the 2nd row, purl the whole row, dropping the extra loops as you go.

Knit the 3rd row.

Purl the 4th row.

Repeat the pattern as long as you want your rope.

Then result has a Japanese lantern look unless you stretch it out. Then it looks almost smooth, but still interesting.

Experiment all you want. You can add more rows of Stockinette stitch (knit one row--purl the next) between the drop stitch rows to create a different look.

If you don't want anything fancy, use plain Stockinette stitch. This stitch naturally rolls into a rope if you only use a few stitches.