ma1.2.s: A simulated MA(1) series / time series

Description Usage Format Details Examples

Description

A simulated MA(1) series with the MA(1) coefficient equal to -0.9.

Usage

1

Format

The format is: Time-Series [1:120] from 1 to 120: 1.511 1.821 0.957 -1.538 -2.888 ...

Details

The model is Y(t)=e(t)+0.9e(t-1) where the e's are iid standard normal.

Examples

1
2
data(ma1.2.s)
## maybe str(ma1.2.s) ; plot(ma1.2.s) ...

Example output

Loading required package: leaps
Loading required package: locfit
locfit 1.5-9.1 	 2013-03-22
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-20. For overview type 'help("mgcv-package")'.
Loading required package: tseries

Attaching package: 'TSA'

The following objects are masked from 'package:stats':

    acf, arima

The following object is masked from 'package:utils':

    tar

TSA documentation built on July 2, 2018, 1:04 a.m.