SQMA11

Notedocblock 
SQMA11(dgp_params, eps_params, M_rows, N_cols, dist, dist_ao, prerun)

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

\(\qquad Y_{t_1, t_2}=\beta_1 \cdot \varepsilon_{t_1-1, t_2}^a+\beta_2 \cdot \varepsilon_{t_1, t_2-1}^b+\beta_3 \cdot \varepsilon_{t_1-1, t_2-1}^c+\varepsilon_{t_1, t_2}\)

  • dgp_params::Tuple(β₁::Float64, β₂::Float64, β₃::Float64): A tuple of the parameters of the DGP. The first element is the parameter β₁, the second element is the parameter β₂, and the third element is the parameter β₃.
  • 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.
sqma11 = SQMA11((0.5, 0.3, 0.2), (1, 1, 2), 10, 10, Normal(0,1), nothing, 1)