# NOT RUN {
# specify VARX(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)
B <- matrix(c( 0, 0, 0.2, 0, 0.3, -0.7,
0, 0, 0, 0.4, 0, 0,
0, -0.3, 0, 0, 0, 0,
0, 0, 0.5, 0, 0.1, 0,
0, 0, 0, 0, 0.4, 0,
0, 0, 0, 0.4, 0, 0), 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)
# time-series chain graph of the VARX(1) model
graphVARX1(A, B, P, type="TSCG")
# }
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