# specify VAR(1) model parameters
A <- matrix(c(-0.1, -0.3, 0, 0.5, 0, 0, 0, 0, -0.4, -0.1, -0.3,
0, 0.5, 0, 0, 0, 0, -0.4, -0.1, -0.3, 0, 0.5, 0, 0, 0, 0,
-0.4, -0.1, -0.3, 0, 0.5, 0, 0, 0, 0, -0.4), byrow=TRUE, ncol=6)
P <- matrix(c(2, 0, -0.5, 0.5, 0, 0.5, 0, 1, 0.5, 0.5, 0.5, 0, -0.5,
0.5, 1, 0, 0, 0.5, 0.5, 0.5, 0, 1, 0, 0, 0, 0.5, 0, 0, 1, 0,
0.5, 0, 0.5, 0, 0, 1), byrow=TRUE, ncol=6)
# adjacency matrix of (global) conditional independencies.
graphVAR1(A, P, type="TSCG")Run the code above in your browser using DataLab