ar2.s: Asimulated AR(2) series / time series
In TSA: Time Series Analysis
ar2.s R Documentation
Asimulated AR(2) series / time series
Description
Asimulated AR(2) series with AR coefficients being equal to 1.5 and -0.75
Usage
data(ar2.s)
Format
The format is:
Time-Series [1:120] from 1 to 120: -2.064 -1.937 0.406 2.039 2.953 ...
Details
The model is Y(t)=1.5*Y(t-1)-0.75*Y(t-2)+e(t) where the e's are iid
standard normal random variables.
Examples
data(ar2.s)
## maybe str(ar2.s) ; plot(ar2.s) ...
TSA documentation built on July 5, 2022, 5:05 p.m.
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| ar2.s | R Documentation |
Asimulated AR(2) series / time series
Description
Asimulated AR(2) series with AR coefficients being equal to 1.5 and -0.75
Usage
data(ar2.s)
Format
The format is: Time-Series [1:120] from 1 to 120: -2.064 -1.937 0.406 2.039 2.953 ...
Details
The model is Y(t)=1.5*Y(t-1)-0.75*Y(t-2)+e(t) where the e's are iid standard normal random variables.
Examples
data(ar2.s) ## maybe str(ar2.s) ; plot(ar2.s) ...
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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