SINAR11

Notedocblock 
SINAR11(dgp_params, M_rows, N_cols, dist, dist_ao, prerun)

A struct to define a first-order integer spatial autoregressive (SINAR(1, 1)) model:

\(\qquad X_{t_1, t_2}=\alpha_1 \circ X_{t_1-1, t_2}+\alpha_2 \circ X_{t_1, t_2-1}+\alpha_3 \circ X_{t_1-1, t_2-1}+\varepsilon_{t_1, t_2}.\)

  • dgp_params::Tuple(α₁::Float64, α₂::Float64, α₃::Float64) Note that α₁, α₂, and α₃ ∈ [0, 1) and α₁ + α₂ + α₃ < 1 to guarantee stationarity.
  • m::Int The number of rows for the final “SOP” matrix. Note that the final spatial matrix (“picture”) equals m + 1.
  • n::Int The number of columns for the final “SOP” matrix. Note that the final spatial matrix (“picture”) equals n + 1.
  • prerun::Int A value to initialize the DGP to guarantee stationarity. These number of rows and columns will be discarded for the final spatial matrix.
  • dist::Distribution A distribution for . You can use any univariate distribution from the Distributions.jl package.
  • dist_ao::Union{Nothing, Distribution} Nothing or a distribution for additive outliers. For additive outliers you can use any univariate distribution from the Distributions.jl package.
  • prerun::Int A value to initialize the DGP to achieve stationarity. These number of rows and columns will be discarded after the initialization.
sar11 = SINAR((0.5, 0.3, 0.2), 11, 11, 100)