VLTimeCausality (version 0.1.5)

MultipleSimulationVLtimeseries: MultipleSimulationVLtimeseries

Description

MultipleSimulationVLtimeseries is a support function for generating a set of time series TS[,1],...TS[,10]. TS[,1],TS[,2],TS[,3] are causes X time series that are generated independently. The rest of time series are Y time series that are effects of some causes TS[,1],TS[,2],TS[,3]. TS[,1] causes TS[,4],TS[,7],TS[,8], and TS[,10]. TS[,2] causes TS[,5],TS[,7],TS[,9], and TS[,10]. TS[,3] causes TS[,6],TS[,8],TS[,9], and TS[,10].

Usage

MultipleSimulationVLtimeseries(
  n = 200,
  lag = 5,
  YstFixInx = 110,
  YfnFixInx = 170,
  XpointFixInx = 100,
  arimaFlag = TRUE,
  seedVal = -1
)

Value

This function returns a list of time series TS.

Arguments

n

is length of time series.

lag

is a time lag between X and Y s.t. Y[t] is approximately X[t-lag].

YstFixInx

is the starting point of variable lag part.

YfnFixInx

is the end point of variable lag part.

XpointFixInx

is a point in X s.t. Y[YstFixInx:YfnFixInx]= X[XpointFixInx] .

arimaFlag

is ARMA model flag. If it is true, then X is generated by ARMA model. If it is false, then X is generated by sampling of the standard normal distribution.

seedVal

is a seed parameter for generating random noise.

Examples

# Generate simulation data
TS <- MultipleSimulationVLtimeseries()