SQINMA11

Notedocblock 
SQINMA11(dgp_params, eps_params, M_rows, N_cols, dist, dist_ao, prerun)

A struct to define a Spatial quadratic integer moving-average SQINMA(1, 1):

\(\qquad X_{t_1, t_2}=\beta_1 \circ \epsilon_{t_1-1, t_2}^a+\beta_2 \circ \epsilon_{t_1, t_2-1}^b+\beta_3 \circ \epsilon_{t_1-1, t_2-1}^c+\epsilon_{t_1, t_2}.\)

Xₜ₁,ₜ₂ = β₁ ⋅ εₜ₁₋₁,ₜ₂ᵃ + β₂ ⋅ εₜ₁,ₜ₂₋₁ᵇ + β₃ ⋅ εₜ₁₋₁,ₜ₂₋₁ᶜ + εₜ₁,ₜ₂

  • dgp_params::Tuple(β₁::Float64, β₂::Float64, β₃::Float64). Note that β₁, β₂, and β₃ ∈ [0, 1].
  • eps_params::Tuple(a::Int, b::Int, c::Int). A tuple of the parameters of the DGP, indicating which error terms shall be squared. Note that eps_params ∈ {1, 2}.
  • M_rows::Int. The number of rows for the final “SOP” matrix. Note that the final spatial matrix (“picture”) equals m + 1.
  • N_cols::Int. The number of columns for the final “SOP” matrix. Note that the final spatial matrix (“picture”) equals n + 1.
  • dist::Distribution A distribution for . You can use any univariate distribution from the Distributions.jl package.
  • dist_ao::Nothing.
  • prerun::Int A value to initialize the DGP to achieve stationarity. These number of rows and columns will be discarded after the initialization.
sqinma11 = SQINMA11((0.5, 0.3, 0.2), (1, 1, 2), 10, 10, Normal(0, 1), nothing, 1)