data.unrestricted: Simulated data from the unrestricted factor-adjusted vector...
In fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
data.unrestricted R Documentation
Simulated data from the unrestricted factor-adjusted vector autoregression model
Description
set.seed(123)
n <- 500
p <- 50
common <- sim.unrestricted(n, p)
idio <- sim.var(n, p)
x <- common$data + idio$data
Usage
data.unrestricted
Format
## 'data.unrestricted'
A ts object with 500 rows (observations) and 50 columns (series)
fnets documentation built on May 29, 2024, 8:42 a.m.
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| data.unrestricted | R Documentation |
Simulated data from the unrestricted factor-adjusted vector autoregression model
Description
set.seed(123)
n <- 500
p <- 50
common <- sim.unrestricted(n, p)
idio <- sim.var(n, p)
x <- common$data + idio$data
Usage
data.unrestricted
Format
## 'data.unrestricted' A ts object with 500 rows (observations) and 50 columns (series)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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