data.gen.ar1 {synthesis}

Generate predictor and response data from AR1 model.

Description

Generate predictor and response data from AR1 model.

Usage

data.gen.ar1(nobs, ndim = 9)

Arguments

nobs

The data length to be generated.

ndim

The number of potential predictors (default is 9).

Value

A list of 2 elements: a vector of response (x), and a matrix of potential predictors (dp) with each column containing one potential predictor.

Examples

# AR1 model from paper with 9 dummy variables
data.ar1<-data.gen.ar1(500)
plot.ts(cbind(data.ar1$x,data.ar1$dp))