SAR22

Notedocblock

SAR22(dgp_params, M_rows, N_cols, dist, dist_ao, prerun)

A struct to define a first-order spatial autoregressive (SAR(1, 1)) process:

\(\qquad \qquad Y_{t_1, t_2} = \alpha_1 \cdot Y_{t_1-1, t_2} + \alpha_2 \cdot Y_{t_1, t_2-1} + \alpha_3 \cdot Y_{t_1-1, t_2-1} + \alpha_4 \cdot Y_{t_1-2, t_2} + \alpha_5 \cdot Y_{t_1, t_2-2} + \alpha_6 \cdot Y_{t_1-2, t_2-1} + \alpha_7 \cdot Y_{t_1-1, t_2-2} + \alpha_8 \cdot Y_{t_1-2, t_2-2} + \varepsilon_{t_1, t_2}.\)

        Yₜ₁ = α₁ ⋅ Yₜ₁₋₁ + 
              α₂ ⋅ Yₜ₁,ₜ₂₋₁ + 
              α₃ ⋅ Yₜ₁₋₁,ₜ₂₋₁ + 
              α₄ ⋅ Yₜ₁₋₂,ₜ₂ + 
              α₅ ⋅ Yₜ₁,ₜ₂₋₂ + 
              α₆ ⋅ Yₜ₁₋₂,ₜ₂₋₁ + 
              α₇ ⋅ Yₜ₁₋₁,ₜ₂₋₂ + 
              α₈ ⋅ Yₜ₁₋₂,ₜ₂₋₂ + 
              εₜ₁,ₜ₂