Data were generated using the simDFM
function
with the following arguments:
simDFM(
variab = 12, timep = 50, nfact = 2,
error = 0.175, dfm = "DAFS",
loadings = 0.70, autoreg = 0.50,
crossreg = 0.10, var.shock = 0.09,
cov.shock = 0.30, variation = TRUE
)