tenAR.sim | R Documentation |

Simulate from the TenAR(p) model.

tenAR.sim(t, dim, R, P, rho, cov, A = NULL, Sig = NULL)

`t` |
length of output series, a strictly positive integer. |

`dim` |
dimension of the tensor at each time. |

`R` |
Kronecker rank for each lag. |

`P` |
autoregressive order. |

`rho` |
spectral radius of coefficient matrix |

`cov` |
covariance matrix of the error term: diagonal ("iid"), separable ("mle"), random ("svd"). |

`A` |
coefficient matrices. If not provided, they are randomly generated according to given |

`Sig` |
only if |

A tensor-valued time series generated by the TenAR(p) model.

`tenFM.sim`

set.seed(123) dim <- c(3,3,3) xx <- tenAR.sim(t=500, dim, R=2, P=1, rho=0.5, cov='iid')

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