> set.seed(777)
>
> n = 200
> k = 2
> p = 1
>
> phi = matrix(c(.2, -.6, .3, 1.1), k)
>
> rho = 0.5*sqrt(2)
> mu1 = 0
> s1 = sqrt(2)
> mu2 = 0
> s2 = 1
>
> mu = c(mu1,mu2)
> sigma = matrix(c(s1^2, s1*s2*rho, s1*s2*rho, s2^2), 2)
>
> library(MASS)
> at = mvrnorm(n, mu = mu, Sigma = sigma )
>
> var1 = matrix(0, k, n + 2 * p)
> for (i in (p + 1):(n + 2*p)){
+   var1[, i] = phi %*% var1[, i-1] + as.vector(at)
+ }
Error in phi %*% var1[, i - 1] + as.vector(at) :
  dims [product 2] do not match the length of object [400]
>
> var1 = ts(t(var1[, -(1:p)]))