sho_multiple.data.R

N <- 10
T <- 20
t0 <- 0
theta <- 
c(0.198397, 0.159086, 0.260178, -0.0573005, 0.105546, 0.197956,
-0.0410526, 0.0981765, 0.221282, 0.285078)
ts <- 
c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20)
y_hat <- 
structure(c(0.327929, 0.429284, 0.41333, 0.558389, 0.607981, 0.625953, 0.479787,
0.402214, 0.65564, 0.531411, -0.366842, -0.357777, -0.148315, -0.548116,
-0.212856, -0.112245, -0.353358, -0.285516, -0.221978, -0.143538, -0.621705,
-0.727404, -0.580447, -1.35902, -1.02489, -0.644537, -1.04719, -0.786667,
-0.734486, -0.516374, -0.54614, -0.455099, -0.436711, -0.82215, -0.41367,
-0.648796, -0.654589, -0.489539, -0.469934, -0.517261, 0.104689, 0.0504454,
0.30602, 0.381957, 0.152056, 0.0440525, 0.594291, 0.173123, 0.208653, 0.132518,
0.337025, 0.649728, 0.320526, 1.21107, 0.513342, 0.641142, 1.1686, 0.748023,
0.482429, 0.362315, 0.673698, 0.534041, 0.339267, 0.893957, 0.714022, 0.417052,
1.00101, 0.72433, 0.227818, 0.393896, 0.142436, 0.01721, -0.0489185, -0.189101,
0.0902039, -0.129097, -0.279983, 0.0992359, -0.177439, 0.0721573, -0.29875,
-0.443281, -0.059023, -1.2317, -0.521692, -0.473692, -1.04792, -0.796533,
-0.294742, -0.291199, -0.350551, -0.398037, -0.150984, -0.927881, -0.617279,
-0.272461, -1.05085, -0.370469, -0.368591, -0.203825, 0.17847, -0.151167,
-0.117558, 0.259418, -0.0230659, -0.0119547, 0.109288, 0.0244279, 0.019155,
0.0526099, 0.101275, 0.174185, 0.180308, 1.224, 0.309782, 0.251119, 1.10595,
0.424818, 0.25087, -0.0204112, 0.316566, 0.491237, 0.249372, 1.25324, 0.447691,
0.451197, 1.14848, 0.604846, 0.231639, 0.112632, 0.16068, 0.0906673, 0.203021,
0.051189, 0.187663, 0.101628, 0.282361, -0.0772976, -0.204527, 0.0265748,
-0.0916675, -0.286078, 0.0125722, -1.15859, -0.310605, -0.37465, -0.992527,
-0.392158, -0.166371, 0.0860994, -0.332798, -0.317333, -0.253596, -1.54709,
-0.437264, -0.487108, -1.36859, -0.401516, -0.204444, -0.104639, 0.0506804,
-0.0855977, -0.051239, -0.4522, -0.309916, -0.0165157, -0.258197, -0.187707,
-0.200648, -0.0672879, 0.102634, 0.10395, -0.1576, 1.20674, 0.178164, 0.0621793,
1.02689, 0.157359, -0.0183754, 0.0548722, 0.189144, 0.198604, 0.163514, 1.80708,
0.321823, 0.105996, 1.70407, 0.48165, 0.17912, 0.11295, 0.108941, 0.0978819,
-0.0623943, 0.738973, 0.236931, 0.174175, 0.550213, 0.306414, -0.165251,
-0.00262599, -0.653967, -0.845515, -0.795718, -0.974954, -0.911771, -0.688999,
-0.703771, -0.904578, -0.656458, -0.636524, -0.755868, -0.792555, -0.812768,
-0.917959, -0.853042, -0.755503, -0.956167, -0.791246, -0.813093, -0.754861,
-0.0524717, -0.149301, 0.138891, -0.0521902, -0.202083, 0.00669968, -0.232665,
-0.206722, -0.221028, -0.0937707, 0.471878, 0.709447, 0.409362, 0.961031,
0.587115, 0.187048, 0.705143, 0.733301, 0.456469, 0.343681, 0.567714, 0.636876,
0.491185, 0.930956, 0.863277, 0.393225, 1.15153, 0.720859, 0.701694, 0.595449,
0.157437, 0.230966, 0.244996, 0.187261, 0.325698, 0.195105, 0.299549, 0.226386,
0.220134, 0.149323, -0.367172, -0.443082, -0.265384, -0.898195, -0.433662,
-0.430373, -0.677319, -0.604024, -0.311054, -0.374198, -0.44147, -0.666207,
-0.633534, -1.32196, -0.745696, -0.409332, -1.23406, -0.515209, -0.532415,
-0.271458, -0.075298, -0.205578, -0.14626, -0.547185, -0.220954, -0.0107488,
-0.640767, -0.0901145, -0.271692, -0.15223, 0.144565, 0.264666, 0.0975813,
0.84312, 0.391775, 0.351885, 0.633803, 0.540526, 0.249158, 0.181581, 0.410985,
0.416239, 0.0699581, 1.44078, 0.673521, 0.4415, 1.41494, 0.656068, 0.113703,
0.324161, 0.248435, 0.182583, 0.0338403, 0.839773, 0.339659, 0.210849, 0.693919,
0.112267, 0.195898, 0.0766821, -0.222517, -0.220299, 0.139233, -0.467341,
-0.169556, -0.109058, -0.56298, -0.295669, -0.153875, -0.0259413, -0.196311,
-0.573531, -0.041929, -1.4882, -0.683793, -0.170607, -1.31708, -0.397361,
-0.29313, -0.0558842, -0.0813647, -0.207025, -0.040604, -1.0309, -0.341575,
-0.329482, -0.999809, -0.330104, -0.0669105, -0.142565, 0.0220484, 0.0907849,
0.0879491, 0.442808, 0.196704, -0.0165988, 0.264438, 0.0324145, 0.133733,
-0.0110701, 0.12734, 0.258214, 0.0263381, 1.51354, 0.332233, 0.0515177, 1.44106,
0.463555, 0.322282, 0.08396, 0.19929, 0.281199, 0.0247916, 1.18022, 0.211479,
0.0372582, 1.27147, 0.164793, 0.232484, -0.0852578, -0.0692875, -0.0806467,
0.0594402, -0.182905, -0.0483964, -0.0992761, -0.225169, -0.0695813, 0.1232,
-0.135419, -0.173756, -0.146917, -0.139697, -1.60224, -0.278777, -0.225786,
-1.11224, -0.467786, -0.253126, -0.0196098),
.Dim = c(10, 20, 2))
y0 <- 
structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
.Dim = c(10, 2))