Description Usage Arguments Examples
FI.sim
Simulates a
1 |
T |
positive integer determining the length of the simulated series. |
q |
positive integer determining the dimension of the simulated series. |
rho |
real value between 0 and 1 that determines correlation between the innovations. |
d |
vector of memory parameters with length q. |
B |
qxq matrix specifying cointegrating relations. By default |
var |
positive real value that determines the variance of the innovations.
Default value is |
burnin |
positive integer determining the length of the burnin period.
Default is |
1 2 3 4 5 6 7 |
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