# NOT RUN {
initialSeason <- runif(12,-1,1)
Y <- sim.ves("AAA", obs=120, nSeries=2, frequency=12, initial=c(10,0),
initialSeason=initialSeason-mean(initialSeason),
persistence=c(0.06,0.05,0.2), mean=0, sd=0.03)
Y$data <- exp(Y$data)
# The simplest model applied to the data with the default values
gsi(Y, h=10, holdout=TRUE, interval="u")
# An example with MASS package and correlated errors
# }
# NOT RUN {
library(MASS)
# }
# NOT RUN {
Y <- sim.ves("AAA", obs=120, nSeries=2, frequency=12,
initial=c(5,0), initialSeason=initialSeason-mean(initialSeason),
persistence=c(0.02,0.01,0.1), randomizer="mvrnorm", mu=c(0,0),
Sigma=matrix(c(0.2,0.1,0.1,0.1),2,2))
# }
# NOT RUN {
Y$data <- exp(Y$data)
# }
# NOT RUN {
gsi(Y, h=10, holdout=TRUE, interval="u", silent=FALSE)
# }
# NOT RUN {
# }
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