Nothing
makepar <- function(n,phi,del,nprep) {
T_t=nrow(phi)
p=ncol(phi)
if (nargs()<4) {nprep=10}
ntot=n+nprep*T_t
y=matrix(0,ntot,1)
if (length(del)!=T_t)
{stop("length(del)!=T")
} else {
if(p==1)
{yold=0
noise=rnorm(ntot)
for(i in 1:ntot)
{index=matlab::mod((i-1),T_t)+1
ytmp=phi[index,]%*%t(yold) + del[index]*noise[i]
y[i]=ytmp
yold=ytmp
}
} else {
yold=matrix(0,1,p)
noise=rnorm(ntot)
for(i in 1:ntot)
{index=matlab::mod((i-1),T_t)+1
ytmp=phi[index,]%*%t(yold) + del[index]*noise[i]
y[i]=ytmp
yold=cbind(ytmp,yold[1,1:(p-1)])
}
}
}
y=y[(nprep*T_t+1):ntot]
result = list(y=y)
class(result) = "makepar"
result
}
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