dgp: Data generating process described in Hurvich and Tsai (1993)
In ruizhima/AICC: Corrected AIC
Description
Usage
Arguments
Value
Description
Data generating process described in Hurvich and Tsai (1993)
Usage
1
dgp(sample_size, variance_covariance_matrix, ar_coefficients)
Arguments
sample_size
Desired sample size
variance_covariance_matrix
covariance matrix for the error term
ar_coefficients
AR coefficients, no constant term. If AR(p) with m variables, it should be a vertical stack of all coefficient matrices (thus the dimension is mp*m)
Value
Returns a single series with sample size = sample_size
ruizhima/AICC documentation built on May 28, 2019, 9:57 a.m.
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Description Usage Arguments Value
Description
Data generating process described in Hurvich and Tsai (1993)
Usage
1 | dgp(sample_size, variance_covariance_matrix, ar_coefficients)
|
Arguments
sample_size |
Desired sample size |
variance_covariance_matrix |
covariance matrix for the error term |
ar_coefficients |
AR coefficients, no constant term. If AR(p) with m variables, it should be a vertical stack of all coefficient matrices (thus the dimension is mp*m) |
Value
Returns a single series with sample size = sample_size
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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