Hi @ArnoldHenry,
You have to construct a 2x4 matrix, which is basically you A1 and A2 together (or B1 and B2 depending on the notation). So you have to start with the first row 0.2, 0, -0.1, 0.1
and then the second row -0.3, 0.4, 0.2, -0.3
and fill byrow
. There are other ways to fill a matrix but this is just an example. So the first 2x2 block is A1 and the second 2x2 block is your A2.
library(tsDyn)
A <- matrix(c(0.2, 0, -0.1, 0.1, -0.3, 0.4, 0.2, -0.3), byrow = TRUE, nrow = 2, ncol = 4)
A
#> [,1] [,2] [,3] [,4]
#> [1,] 0.2 0.0 -0.1 0.1
#> [2,] -0.3 0.4 0.2 -0.3
var2 <- VAR.sim(B = A, lag = 2, include = "none", n = 100)
ts.plot(var2, type="l", col=c(1,2))