Y: Simulated Multivariate Time Series

YR Documentation

Simulated Multivariate Time Series

Description

Realization of a simulated multivariate time series

Details

100 \times 3 multivariate time series distributed according to the generator matrix A.

Author(s)

Will Nicholson


BigVAR documentation built on Jan. 9, 2023, 5:08 p.m.