ma2.s: A simulated MA(2) series

ma2.sR Documentation

A simulated MA(2) series

Description

A simulated MA(2) series with MA coefficients being 1 and -0.6.

Usage

data(ma2.s)

Format

The format is: Time-Series [1:120] from 1 to 120: -0.4675 0.0815 0.9938 -2.6959 2.8116 ...

Details

The model is Y(t)=e(t)-e(t-1)+0.6*e(t-2) where the e's are iid standard normal random variables.

Examples

data(ma2.s)
## maybe str(ma2.s) ; plot(ma2) ...

TSA documentation built on July 5, 2022, 5:05 p.m.