Simulate a simple AR1 model with specific predictor
simu_AR1(n = 100, k = 5, rho = 0.7)
| n | sample size |
|---|---|
| k | number of responses |
| rho | partial correlation in AR1 |
a dataframe, with y1 to yk as responses and x1 to xk as predictors
Simulate a simple AR1 model with k responses and k predictors, each predictor has effect on exact one response node