Sample data for illustration of stationary coefficient
Source:R/data_stationary.R
data_stationary.RdSample data for illustration of stationary coefficient
Format
A data frame with 1000 rows and 4 variables, there relation ship follows the following equation $$Y_t = 40+0.5Y_{t-1}-1.5X_t-0.5X_{t-1}-C_t+v_t, v_t \sim \text{i.i.d }\mathcal{N}(0,1)$$
- Date
A simulated date
- y
outcome, with data generating process as above
- c
continous covarite
- x
continous treatment