Simulating a mean zero Gaussian lagged response regression in the presence of autocorrelated residuals

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`n` |
The number of data points to be simulated |

`beta` |
Regression coefficients |

`ind` |
Logical flag. If TRUE then observations are assumed to be independent. Otherwise they are generated from random AR(1) processes. In both cases, variables are assumed to be mutually independent and follow Gaussian distribution. |

`phi` |
Dynamic coefficient(s) |

`theta` |
Residuals coefficient(s) |

`var` |
Variance of the error term |

`n.z.coeffs` |
Number of zero coefficients if needed |

`shuffle` |
Logical flag. If TRUE shuffle coefficients. Otherwise data are grouped corresponded to non-zero and zero coefficients. |

`plot` |
Logical flag. Plot response |

Hamed Haselimashhadi <hamedhaseli@gmail.com>

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