<p>A matrix containing two time series in its columns that are each observed over 50 time points</p>

datasets

Estimation of large Vector AutoRegressive (VAR), Vector AutoRegressive with Exogenous Variables X (VARX) and Vector AutoRegressive Moving Average (VARMA) Models with Structured Lasso Penalties, see Nicholson, Bien and Matteson (2017) <arXiv:1412.5250v2> and Wilms, Basu, Bien and Matteson (2017) <arXiv:1707.09208>.

Ines Wilms

bigtime

Sparse Estimation of Large Time Series Models

David S. Matteson

Jacob Bien

Sumanta Basu

Y function

<p>A matrix with 50 rows and 2 columns</p>

Y: Multivariate Time Series Example

Description

Usage

Arguments

Format