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 Nov. 5, 2025, 7:42 p.m.