A simulated, well-behaved dataset of interactive time series data
Usage
data(toy.ts.interaction.data)Format
A data frame with 50 rows and 23 variables:
- time
Indicator for time period
- x
Contemporaneous x
- l_1_x
First lag of x
- l_2_x
Second lag of x
- l_3_x
Third lag of x
- l_4_x
Fourth lag of x
- l_5_x
Fifth lag of x
- d_x
First difference of x
- l_1_d_x
First lag of first difference of x
- l_2_d_x
Second lag of first difference of x
- l_3_d_x
Third lag of first difference of x
- z
Contemporaneous z
- l_1_z
First lag of z
- l_2_z
Second lag of z
- l_3_z
Third lag of z
- l_4_z
Fourth lag of z
- l_5_z
Fifth lag of z
- y
Contemporaneous y
- l_1_y
First lag of y
- l_2_y
Second lag of y
- l_3_y
Third lag of y
- l_4_y
Fourth lag of y
- l_5_y
Fifth lag of y
- d_y
First difference of y
- l_1_d_y
First lag of first difference of y
- l_2_d_y
Second lag of first difference of y
- d_2_y
Second difference of y
- l_1_d_2_y
First lag of second difference of y
- x_z
Interaction of contemporaneous x and z
- x_l_1_z
Interaction of contemporaneous x and lagged z
- z_l_1_x
Interaction of lagged x and contemporaneous z
- l_1_x_l_1_z
Interaction of lagged x and lagged z