p13 oxtut2c.ox

时间序列分析中著名的OxMetrics软件包

#include <oxstd.h>

main()
{
    decl n, sigma, x, beta, eps;

    n = 4;  sigma = 0.25;
    x = 1 ~ ranu(n, 2);
    beta = <1; 2; 3>;

    eps = sigma * rann(n, 1);

    print("x", x, "beta", beta, "epsilon", eps);
}