XgenCorr2: Generate blockly correlated VAR time series (type 2)
In yymmhaha/PackPaper1: Package related to my first paper

Description Usage Arguments Details Value Examples

Generate vector autoregression time series with 2 blockly correlated structure

1	XgenCorr2(p.block, x0.block, A.block, t, sigmax)

`p.block`	a list of 2 numbers. Number of covariates for each block. Default is 6, 4 so they form a 10 series X.
`x0.block`	a list of 2 sublists. Each sublist contains vectors as the initial values
`A.block`	a list of 2 sublists. Each sublist contains AR coefficient matrices.
`t`	a number. Length of series, including the initial lags.
`sigmax`	a number. Standard deviation of noise of x.

This function is based on XgenSimple. 2 blocks, hence need specification for each block, and arguments p.block, x0.block, A.block should have length of 2. It is recommended to use coef.mat to generate the AR coefficient matrices.

a matrix

bigX

The combined matrix of 2 individual submatrices