Data generated by dynamic linear model including 2 target series (one with linear trend and seasonality; another with generalized trend and cycle) and 16 contemporaneous predictors.
Usage
data(exdata)
Arguments
Format
A data frame with 500 observations on the following 18 variables. First two variables are 2 target series. The next 8 variables are candidate predictors for 1st target series, while the rest of them are candidate predictors for 2nd target series.