FIAR (version 0.6)

grangerdata: Demo dataset

Description

A toy dataset containing 5 autoregressive timeseries generated from the model by Baccala and Sameshima (Biol. Cybern. 2001).

Usage

data(grangerdata)

Format

A data frame of 2000 observations of 3 variables.

x

Time series at region 1

y

Time series at region 2

z

Time series at region 3

q

Time series at region 4

w

Time series at region 5

Examples

# NOT RUN {
head(grangerdata)
# }