BSQMA11

Notedocblock 
BSQMA11(dgp_params, eps_params, M_rows, N_cols, dist, dist_ao)

A struct to define a bilateral spatial quadratic moving-average (BSQMA(1, 1)) process:

Y{t1, t2}=b1 ^a+b2 ^b+b3 ^c+b*4 ^d+,

Yₜ₁,ₜ₂ = b₁ ⋅ εₜ₁₋₁,ₜ₂₋₁ᵃ + b₂ ⋅ εₜ₁₊₁,ₜ₂₋₁ᵇ + b₃ ⋅ εₜ₁₊₁,ₜ₂₊₁ᶜ + b₄ ⋅ εₜ₁₋₁,ₜ₂₊₁ᵈ + εₜ₁,ₜ₂

  • dgp_params::Tuple{Float64, Float64, Float64, Float64}: A tuple of the parameters of the DGP. The parameters correspond to b₁, b₂, b₃ and b₄, respectively.
  • eps_params::Tuple{Int, Int, Int, 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: Nothing.
bsqma11 = BSQMA11((0.5, 0.3, 0.2, 0.1), (1, 1, 2, 2), 10, 10, Normal(0, 1), nothing)