toy.ts.interaction.data: Simulated interactive time series data

In tseffects: Dynamic Inferences from Time Series (with Interactions)

Simulated interactive time series data

Description

A simulated, well-behaved dataset of interactive time series data

Usage

data(toy.ts.interaction.data)

Format

A data frame with 50 rows and 23 variables:

time

Indicator for time period

x

Contemporaneous x

l_1_x

First lag of x

l_2_x

Second lag of x

l_3_x

Third lag of x

l_4_x

Fourth lag of x

l_5_x

Fifth lag of x

d_x

First difference of x

l_1_d_x

First lag of first difference of x

l_2_d_x

Second lag of first difference of x

l_3_d_x

Third lag of first difference of x

z

Contemporaneous z

l_1_z

First lag of z

l_2_z

Second lag of z

l_3_z

Third lag of z

l_4_z

Fourth lag of z

l_5_z

Fifth lag of z

y

Contemporaneous y

l_1_y

First lag of y

l_2_y

Second lag of y

l_3_y

Third lag of y

l_4_y

Fourth lag of y

l_5_y

Fifth lag of y

d_y

First difference of y

l_1_d_y

First lag of first difference of y

l_2_d_y

Second lag of first difference of y

d_2_y

Second difference of y

l_1_d_2_y

First lag of second difference of y

x_z

Interaction of contemporaneous x and z

x_l_1_z

Interaction of contemporaneous x and lagged z

z_l_1_x

Interaction of lagged x and contemporaneous z

l_1_x_l_1_z

Interaction of lagged x and lagged z

tseffects documentation built on Feb. 5, 2026, 5:09 p.m.