data.unrestricted dataset

Simulated data from the unrestricted factor-adjusted vector autoregression model

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  • Maintainer: Haeran Cho
  • License: GPL (>= 3)
  • Last published: 2024-01-23

About the dataset

  • Number of rows: 500
  • Number of columns: 50
  • Class: mts, ts, matrix

Column names and types (First 10)

  • Series 1:numeric
  • Series 2:numeric
  • Series 3:numeric
  • Series 4:numeric
  • Series 5:numeric
  • Series 6:numeric
  • Series 7:numeric
  • Series 8:numeric
  • Series 9:numeric
  • Series 10:numeric