search for: lphd

...ion# obs = 64 set.seed(123) E=matrix(c(error1,error2),nrow=2,ncol=64) pi=matrix(c(0.9,0.1,-0.1,0.7),nrow=2,ncol=2) X=matrix(c(x1,x2),nrow=2,ncol=64) for (i in 2:obs) { X[,i] = pi%*%X[,i-1]+E[,i] } I would appreciate if you could comment whether I've correctly simulated it or not. Thank you, lphd -- View this message in context: http://r.789695.n4.nabble.com/VAR-simulation-help-tp4657370.html Sent from the R help mailing list archive at Nabble.com.