16 lines
355 B
PHP
16 lines
355 B
PHP
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@#include "backward_model.inc"
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@#define simlength = 100
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initialconditions = dseries(rand(2, @{5*n}), '2021Q3', { ...
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@#for i in 1:n
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'x@{i}', 'y@{i}', 'z@{i}', 't@{i}', 's@{i}', ...
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@#endfor
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});
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innovations = dseries(randn(@{simlength}, @{5*n}), '2022Q1', { ...
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@#for i in 1:n
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'e_x@{i}', 'e_y@{i}', 'e_z@{i}', 'e_t@{i}', 'e_s@{i}', ...
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@#endfor
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});
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