Asimulated AR(2) series / time series

Description

Asimulated AR(2) series with AR coefficients being equal to 1.5 and -0.75

Usage

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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

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data(ar2.s)
## maybe str(ar2.s) ; plot(ar2.s) ...

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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