I have simulated a VAR process with this
simData =
RandomFunction[ARProcess[a, Sigma], {1, 20001}];
Where the coefficients for a VAR[2] process:
a1 = {{1.6, 0, 0}, {0.3, 1.5, 0}, {0, 0.5, 1.7}};
a2 = {{-0.8, 0, 0}, {0, -0.8, 0}, {0, 0, -0.8}};
a = {a1, a2};
And
Sigma = {{1.0, 0, 0}, {0, 1.0, 0}, {0, 0, 1.0}};
simData is then a TemporalData with 1 path and have 3 Output dimension.
How do I plot (or have a list of values corresponding to) the individual paths for the 3 processes of the VAR simulation?
ListLinePlot can be used to plot different paths. But the way TemporalData is structured, I need to plot the three different processes I've simulated. Please let me know if my question isn't clear enough.
Edit: Performing:
ListLinePlot[simData]
gives me
Which looks like there may be three different paths there. But I would like to only pick them out one by one to be analysed individually.
Sigma
? $\endgroup$ListLinePlot[Transpose[simData[[2]][[1]][[1]][[1 ;;]]][[1]]]
$\endgroup$Sigma = {{1.0, 0, 0}, {0, 1.0, 0}, {0, 0, 1.0}};
$\endgroup$