[R] Time Series DGPs
keele at email.unc.edu
Thu Sep 25 15:28:13 CEST 2003
I was wondering if anyone had some sample time series dgp code. I am
particularly interested in examples of autoregressive processes and
error correction model DGPs. I have attached a more specific example
of what I mean. I have tried myself but would hoping someone had some
more elegant code that would help me extend my own code.
Nuffield College, Oxford University
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