simulate.simpleVAR2: Simulate a VAR model

Description Usage Arguments

View source: R/SimpleVAR2.r

Description

Returns one simulated path of the VAR model in object.

Usage

1
2
## S3 method for class 'simpleVAR2'
simulate(object, nsim = 10, seed = NULL, colnames = NULL)

Arguments

nsim

number of periods for the simulated series.

seed

either NULL or an integer that will be used in a call to set.seed before simulating the time series. The default, NULL will not change the random generator state.

colnames

Name of the columns (time periods)

object:

An object of class "simpleVAR2".


amvillegas/iMoMo documentation built on Sept. 18, 2020, 11:25 p.m.