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Data from the Vector Autoregressive Model (Y) and Lagged Predictors (X) (p = 1)

Source: R/fitAutoReg-dat-p1-yx.R
dat_p1_yx.Rd

Data from the Vector Autoregressive Model (Y) and Lagged Predictors (X) (p = 1)

Usage

dat_p1_yx

Format

A list with elements Y and X where Y is equal to the dat_p1 data set minus p = 1 terminal rows and X is a matrix of ones for the first column and lagged values of Y for the rest of the columns.