prob10.4 {tswge}

Data matrix for Problem 10.4 in "Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Description

Matrix containing a bivariate VAR data set

Usage

data("prob10.4")

Format

The format is: num [1:100, 1:2] 0 0.7184 -0.3448 -2.1638 -0.0342 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:2] "X1" "X2"

Source

Simulated data

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(prob10.4)