utilities.simulate_data() – ambric | ambric

utilities.simulate_data()

Simulate mixed-frequency data with regional panels and macro indicators.

Usage

utilities.simulate_data(
    T=80,
    R=6,
    J=3,
    n_factors=2,
    n_macro=2,
    seed=42,
)

Parameters

T: int = 80: Number of quarterly time periods.
R: int = 6: Number of regions.
J: int = 3: Number of regional covariate panels.
n_factors: int = 2: Number of latent factors.
n_macro: int = 2: Number of macro indicator series.
seed: int = 42: Random seed for reproducibility.

Returns

tuple: tuple[ npt.NDArray[np.float64], npt.NDArray[np.float64], npt.NDArray[np.float64], list[npt.NDArray[np.float64]], npt.NDArray[np.float64], ]: (y_uk, y_annual, y_reg_true, Z_panel, macro) — national quarterly growth (T,), annual regional growth (T, R) with NaNs, true quarterly regional growth (T, R), regional covariate panels (list of J arrays each (T, R)), and macro series (T, M).