data.gen.ar1 | R Documentation |
Generate predictor and response data from AR1 model.
data.gen.ar1(nobs, ndim = 9)
nobs |
The data length to be generated. |
ndim |
The number of potential predictors (default is 9). |
A list of 2 elements: a vector of response (x), and a matrix of potential predictors (dp) with each column containing one potential predictor.
# AR1 model from paper with 9 dummy variables
data.ar1<-data.gen.ar1(500)
plot.ts(cbind(data.ar1$x,data.ar1$dp))
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