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Refers to errors generated by a computer program or a statistical package. Make sure your question is related to STATISTICS, MACHINE LEARNING, or DATA ANALYSIS and is not solely about programming, support, or bugs. Include additional tags referring to the statistical issues involved.
1
vote
Accepted
How to generate a VAR(1) model?
I found out by myself
here is the simplified version:
> set.seed(777)
>
> phi = matrix(c(.2, -.6, .3, 1.1), 2)
>
> library(MASS)
> at = mvrnorm(201, mu = c(0,0), Sigma = matrix(c(2, 1, 1, 1), 2))
…
0
votes
1
answer
474
views
How to generate a VAR(1) model? [closed]
I already written the code but something went wrong and I don't know why...
here is the code.
> set.seed(777)
>
> n = 200
> k = 2
> p = 1
>
> phi = matrix(c(.2, -.6, .3 …