Illustration Sampling Distribution Discrete Time - Time Interval of 1

Illustration Sampling Distribution Discrete Time - Time Interval of 1

Usage

data(illustration_dist_dt)

Format

A matrix with 1000 rows and 15 columns:

beta_xx

Elements of the matrix of lagged coefficients.

psi_xx

Elements of the process noise covariance matrix.

Author

Ivan Jacob Agaloos Pesigan