data.gen.tar1 | R Documentation |
Generate predictor and response data from TAR1 model.
data.gen.tar1(nobs, ndim = 9, noise = 0.1)
nobs |
The data length to be generated. |
ndim |
The number of potential predictors (default is 9). |
noise |
The white noise in the data |
A list of 2 elements: a vector of response (x), and a matrix of potential predictors (dp) with each column containing one potential predictor.
Sharma, A. (2000). Seasonal to interannual rainfall probabilistic forecasts for improved water supply management: Part 1 - A strategy for system predictor identification. Journal of Hydrology, 239(1-4), 232-239.
# TAR1 model from paper with total 9 dimensions
data.tar1<-data.gen.tar1(500)
plot.ts(cbind(data.tar1$x,data.tar1$dp))
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