arma11.s: A Simulated ARMA(1,1) Series/ time series
In TSA: Time Series Analysis
arma11.s R Documentation
A Simulated ARMA(1,1) Series/ time series
Description
A simulated ARMA(1,1) series with the model given by:
y_t=0.6*y_{t-1}+e_t+0.3*e_{t-1} where the e's are iid standard normal
random variables.
Usage
data(arma11.s)
Format
The format is:
Time-Series [1:100] from 1 to 100: -0.765 1.297 0.668 -1.607 -0.626 ...
Examples
data(arma11.s)
## maybe str(arma11.s) ; plot(arma11.s) ...
TSA documentation built on July 5, 2022, 5:05 p.m.
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| arma11.s | R Documentation |
A Simulated ARMA(1,1) Series/ time series
Description
A simulated ARMA(1,1) series with the model given by: y_t=0.6*y_{t-1}+e_t+0.3*e_{t-1} where the e's are iid standard normal random variables.
Usage
data(arma11.s)
Format
The format is: Time-Series [1:100] from 1 to 100: -0.765 1.297 0.668 -1.607 -0.626 ...
Examples
data(arma11.s) ## maybe str(arma11.s) ; plot(arma11.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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