| data.gen.ar9 | R Documentation |
Generate predictor and response data from AR9 model.
data.gen.ar9(nobs, ndim = 9)
nobs |
The data length to be generated. |
ndim |
The number of potential predictors (default is 9). |
A list of 2 elements: a vector of response (x), and a matrix of potential predictors (dp) with each column containing one potential predictor.
# AR9 model from paper with total 9 dimensions data.ar9 <- data.gen.ar9(500) plot.ts(cbind(data.ar9$x, data.ar9$dp))