data.gen.tar1 {synthesis}

Generate predictor and response data from TAR1 model.

Description

Generate predictor and response data from TAR1 model.

Usage

data.gen.tar1(nobs, ndim = 9, noise = 0.1)

Arguments

nobs

The data length to be generated.

ndim

The number of potential predictors (default is 9).

noise

The white noise in the data

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.

References

Sharma, A. (2000). Seasonal to interannual rainfall probabilistic forecasts for improved water supply management: Part 1 - A strategy for system predictor identification. Journal of Hydrology, 239(1-4), 232-239.

Examples

# TAR1 model from paper with total 9 dimensions
data.tar1<-data.gen.tar1(500)
plot.ts(cbind(data.tar1$x,data.tar1$dp))