# Plotting different processes of a simulated VAR[2]

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.

• What is your Sigma? May 20, 2020 at 20:20
• I think I've got it to work with the code below for ONE process, but please do suggest something easier if there is an option: ListLinePlot[Transpose[simData[[2]][[1]][[1]][[1 ;;]]][[1]]] May 20, 2020 at 20:21
• @SjoerdSmit It is: Sigma = {{1.0, 0, 0}, {0, 1.0, 0}, {0, 0, 1.0}}; May 20, 2020 at 20:22

I think you should be able to slice the different output dimensions with TimeSeriesMap. For example, to get the first component:
TimeSeriesMap[#[[1]]&, simData]