This dataset is simulated from the GNAR(1,[1]) model, using fiveNet as the accompanying network. The parameters used were \(\alpha_1 = 0.2\) for each node, and \(\beta_1\) = 0.5. See GNARfit for the model description.
Usage
fiveVTS
Arguments
Format
fiveVTS is a ts object with a matrix of 200 rows (t=200) and 5 columns (n=5)