The data was generated from the historical influence mediation model
$$M(t)=\int_{\Omega_{t}^{1}}Z(s)\alpha(s,t)ds+\epsilon_{1}(t),$$
$$Y(t)=\int_{\Omega_{t}^{2}}Z(s)\gamma(s,t)ds+\int_{\Omega_{t}^{3}}M(s)\beta(s,t)ds+\epsilon_{2}(t),$$
where \(\alpha(s,t)\), \(\beta(s,t)\), \(\gamma(s,t)\) are coefficient curves; \(\Omega_{t}^{j}=[(t-\delta_{j})\vee 0,t]\) for \(j=1,2,3\). \(Z(t)\) is the convolution of hemodynamic response function (HRF) and event onsets.