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#NGroups 1
#define latent 0
#define meas 5
#define m 5
Title RAM Autoregressive Test
Data NObservations=100 NInput=meas
Rectangular File=myAutoregressiveData.txt
! Calculation
Begin Matrices;
A Full m m ! RAM specification matrices
S Symm m m !
F Full meas m !
I Iden m m ! Identity Matrix
M Full 1 m ! Means matrix
End Matrices;
Specify A
0 0 0 0 0
1 0 0 0 0
0 1 0 0 0
0 0 1 0 0
0 0 0 1 0
Specify S
2
0 3
0 0 4
0 0 0 5
0 0 0 0 6
Matrix F
1 0 0 0 0
0 1 0 0 0
0 0 1 0 0
0 0 0 1 0
0 0 0 0 1
Specify M
7 8 9 10 11
Start 1.0 All
Covariance F & ((I-A)~ & S) ; ! RAM formula
Means (I-A)~ * M'; ! Means
Options Rsiduals
End
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