inst/book-ex/Rcode-6-1.R
In frbl/vars: VAR Modelling
set.seed(123456)
e <- rnorm(500)
## trend
trd <- 1:500
S <- c(rep(0, 249), rep(1, 251))
## random walk with drift
y1 <- 0.1*trd + cumsum(e)
## random walk with drift and shift
y2 <- 0.1*trd + 10*S + cumsum(e)
frbl/vars documentation built on Dec. 11, 2019, 1:16 a.m.
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set.seed(123456)
e <- rnorm(500)
## trend
trd <- 1:500
S <- c(rep(0, 249), rep(1, 251))
## random walk with drift
y1 <- 0.1*trd + cumsum(e)
## random walk with drift and shift
y2 <- 0.1*trd + 10*S + cumsum(e)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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