prob10.4: Data matrix for Problem 10.4 in "Applied Time Series Analysis...

prob10.4R Documentation

Data matrix for Problem 10.4 in "Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Description

Matrix containing a bivariate VAR data set

Usage

data("prob10.4")

Format

The format is: num [1:100, 1:2] 0 0.7184 -0.3448 -2.1638 -0.0342 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:2] "X1" "X2"

Source

Simulated data

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(prob10.4)

tswge documentation built on Feb. 16, 2023, 6:51 p.m.