romano_ex {IndGenErrors}

Simulated values of a Romano & Siegel example

Description

Data frame containing 100 values of x,y,z generated as follows: x0 = rnorm(100); y = rnorm(100); z = rnorm(100); x = abs(x0)*sign(y*z). All pairs are independent but the three series are not.

Usage

data(romano_ex)

Format

dataframe

Examples

data(romano_ex)
plot(romano_ex$x)