sunspot: Transformed Wolf annual sunspot numbers for the years...

In PSTR: Panel Smooth Transition Regression Modelling

Description

A dataset containing the transformed Wolf annual sunspot numbers for the years 1710-1979.

Usage

sunspot

Format

A tibble with 270 rows and 11 variables:

spot_0

transformed sunspot

spot_1

transformed sunspot, lag one

spot_2

transformed sunspot, lag two

spot_3

transformed sunspot, lag three

spot_4

transformed sunspot, lag four

spot_5

transformed sunspot, lag five

spot_6

transformed sunspot, lag six

spot_7

transformed sunspot, lag seven

spot_8

transformed sunspot, lag eight

spot_9

transformed sunspot, lag nine

spot_10

transformed sunspot, lag ten

Details

Each column of the data matrix is a lagged transformed sunspot observations from lag order 0 to 10.

The data were transformed by using the formula

y_t = 2 ≤ft\{ (1 + x_t)^{1/2} -1 \right\}

see Ghaddar and Tong (1981)

References

Ghaddar, D. K. and Tong, H. (1981) Data transformation and self-exciting threshold autoregression, Applied Statistics, 30, 238–48.

Source

http://sidc.oma.be/html/sunspot.html

PSTR documentation built on June 4, 2019, 1:03 a.m.