Structural models
Posted: Wed Jan 02, 2013 3:15 pm
Hello
I need to create a vector (100 rows,1 column) with simulated data for this equation:
st = summation of h=1 until h=[s/2] of Zt(h)
where, zt(h), is the spectral indicator variable associated with each of the λ(h), that is:
zt(h) = (cos λ(h)t, sin λ(h)t)' for h < s/2 and,
when s is even, zt(s/2) = cos λ(s/2)t = cos πt.
where s be the number of seasons and λ(h) = 2πh/s, h = 1, ..., [s/2], are the seasonal frequencies.
I hope, you can help me.
Thanks again.
Regards
I need to create a vector (100 rows,1 column) with simulated data for this equation:
st = summation of h=1 until h=[s/2] of Zt(h)
where, zt(h), is the spectral indicator variable associated with each of the λ(h), that is:
zt(h) = (cos λ(h)t, sin λ(h)t)' for h < s/2 and,
when s is even, zt(s/2) = cos λ(s/2)t = cos πt.
where s be the number of seasons and λ(h) = 2πh/s, h = 1, ..., [s/2], are the seasonal frequencies.
I hope, you can help me.
Thanks again.
Regards