data.q2 {ArCo}

A dataset used in the examples

Description

This data is a list with two matrixes, each have 100 observations and 6 variables. It was generatedthe using the dgp from Carvalho, Masini and Medeiros (2016). In the ArCo context, each matrix is a variable and each variable in the matrixes is an unit. The intervention took place on the first unit at t0=51 by adding constants of 0.840 and 0.511 (one standar deviation before the intervention) on variables (matrixes) 1 and 2.

Usage

data(data.q2)

Format

A list with 2 matrixes of 100 rows and 6 variables.

References

Carvalho, C., Masini, R., Medeiros, M. (2016) "ArCo: An Artificial Counterfactual Approach For High-Dimensional Panel Time-Series Data.".