Y.var: VAR Time Series Example ('var.example')
In ineswilms/bigtime: Sparse Estimation of Large Time Series Models
Y.var R Documentation
VAR Time Series Example (var.example)
Description
The data consists of a 200x5 data matrix, Y.var, and was simulated from a sparse
VAR model with HLag sparsity pattern.
Usage
Y.var
Format
A matrix of dimension 200x5
ineswilms/bigtime documentation built on Aug. 24, 2023, 6:57 a.m.
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| Y.var | R Documentation |
VAR Time Series Example (var.example)
Description
The data consists of a 200x5 data matrix, Y.var, and was simulated from a sparse
VAR model with HLag sparsity pattern.
Usage
Y.var
Format
A matrix of dimension 200x5
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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