-# Only one covariable (so that the "matrix" is always invertible)
-
#Lundi à dimanche, 182 jours
dates = seq(as.Date("2007-01-01"),as.Date("2007-07-01"),"days")
-L = length(dates) #182
-exo_df = data.frame( "Date"=dates, "var"=rep(1,L), "var_pred"=rep(1,L) )
-ts_df =
+times = strftime( seq(
+ from=ISOdatetime(2007,1,1,1,0,0,tz="GMT"),
+ to=ISOdatetime(2007,7,2,0,0,0,tz="GMT"),
+ by="hour"), tz="GMT" )
+# Only one covariable (no need for more; random, to invert cov(M))
+L = length(dates) #182
+exo_df = data.frame( "date"=dates, "var"=rnorm(L,1), "var_pred"=rnorm(L,1) )
# Series are 1,1,...,1 2,2,...,2 ... 7,7,...,7 1,1,...,1 ...etc
-# First serie on monday 2007-01-01
+# First serie on monday 2007-01-01, there are exactly 26 weeks
+ts_df = data.frame( "time"=times, "value"=rep(seq_len(7), each=24, times=26) )
-#TODO:
+write.csv(ts_df, file="ts_test.csv", row.names=FALSE)
+write.csv(exo_df, file="exo_test.csv", row.names=FALSE)