Skip to contents

Data from the Vector Autoregressive Model (Y) and Lagged Predictors (X) (p = 2)

Source: R/fitAutoReg-dat-p2-yx.R
dat_p2_yx.Rd

Data from the Vector Autoregressive Model (Y) and Lagged Predictors (X) (p = 2)

Usage

dat_p2_yx

Format

A list with elements Y and X where Y is equal to the dat_p2 data set minus p = 2 terminal rows and X is a matrix of ones for the first column and lagged values of Y for the rest of the columns.