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tp4651970
2013 Feb 02
0
VAR simulation help
...-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
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