This data set is a list that contains matrices with 5 variables across T = 200 time points for N = 40 individuals. There are two group-level paths. Half of the individuals’ data were generated with a specific path (between V1 and V4) and the other half were generated with a different path (V3 to V4) in addition to the autoregressive effects and group-level paths. Individual-level paths occurred randomly at a 2% frequency.
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