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") )
+ by="hour"), tz="GMT" )
-# Only one covariable (so that the "matrix" is always invertible)
+# Only one covariable (no need for more; random, to invert cov(M))
L = length(dates) #182
-exo_df = data.frame( "date"=dates, "var"=rep(1,L), "var_pred"=rep(1,L) )
+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, there are exactly 26 weeks
ts_df = data.frame( "time"=times, "value"=rep(seq_len(7), each=24, times=26) )