# NOT RUN {
T <- 200 #length of series
m <- 200 #number of series
set.seed(1234)
f <- rnorm(T + 1)
x <- matrix(0, T, m)
u <- matrix(rnorm(T * m), T, m)
for (i in 1:m) {
x[, i] <- 10 * sin(2 * pi * (i/m)) * f[1:T] + 10 * cos(2 * pi * (i/m)) * f[2:(T + 1)] + u[, i]
}
#Choose number of lags using the LOO type criterion.
#k_max=3 to keep computation time low
autofit <- auto.gdpc(x, k_max = 3)
plot(autofit[[1]], xlab = '', ylab = '')
# }
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