The data set
syntheticdata contains three columns: the first one are the “times” (from 1 to 500) (named “Times”), the second (named “X”) and the third (named “Y”) columns were generated by a bi-variate AR1 process with similar autocorrelation coefficients of 0.25. We generate two correlated bi-variate AR1 time series with positive (direct) correlation (0.85) for the first 250 elements and with negative (inverse) correlation (-0.85) for the last 250 elements (Polanco-Martínez and López-Martínez 2021).
One file in ASCII format containing three columns and 500 rows, columns are separated by spaces.
Author's own production (Josué M. Polanco-Martínez) based on: mpiktas (<URL: https://stats.stackexchange.com/users/2116/mpiktas>). How to simulate two correlated AR(1) time series?, Cross Validated. (2013). <URL: https://stats.stackexchange.com/q/71831> (version: 2013-10-03).
Polanco-Martínez, J. M. and López-Martínez, J.M. (2021). A non-parametric method to test the statistical significance in rolling window correlations, and applications to ecological time series. Submitted to Ecological Informatics (2021).
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.