data.restricted {fnets}

Simulated data from the restricted factor-adjusted vector autoregression model

Description

set.seed(123)
n <- 500
p <- 50
common <- sim.restricted(n, p)
idio <- sim.var(n, p)
x <- common$data + idio$data

Usage

data.restricted

Format

## 'data.restricted' A ts object with 500 rows (observations) and 50 columns (series)