utilities.generate_realistic_simulated_data()

Generate simulated mixed-frequency regional data in long format.

Usage

utilities.generate_realistic_simulated_data(
    T=130, R=12, J=4, n_factors=2, n_macro=2, lag_qtrs=6
)

Produces a pd.DataFrame resembling real-world data suitable for initialising an ~ambric.Ambric model, including UK quarterly growth, macro series, regional covariates, and lagged annual regional growth.

Parameters

T: int = 130

Number of quarterly time periods.

R: int = 12

Number of regions.

J: int = 4

Number of regional covariate panels.

n_factors: int = 2

Number of latent factors in the DGP.

n_macro: int = 2

Number of macro indicator series.

lag_qtrs: int = 6

Publication lag in quarters for annual regional data.

Returns

pd.DataFrame

pd.DataFrame: Long-format frame with columns datetime, measure, region, value.