R/ts_AR1_Gaussian.R

In imputeFin: Imputation of Financial Time Series with Missing Values and/or Outliers

#' Synthetic AR(1) Gaussian time series with missing values
#'
#' Synthetic AR(1) Gaussian time series with missing values for 
#' estimation and imputation testing purposes.
#'
#' @docType data
#'
#' @usage data(ts_AR1_Gaussian)
#'
#' @format List with the following elements:
#' \describe{
#'   \item{y_missing}{300 x 3 \code{zoo} object with three AR(1) Gaussian time 
#'                    series along the columns: the first column contains a
#'                    time series with 10\% consecutive missing values; the
#'                    second column contains a time series with 10\% missing 
#'                    values randomly distributed; and the third column contains 
#'                    the union of the previous missing values.}
#'   \item{phi0}{Value of \code{phi0} used to generate the time series.}
#'   \item{phi1}{Value of \code{phi1} used to generate the time series.}
#'   \item{sigma2}{Value of \code{sigma2} used to generate the time series.}
#' }
#' 
#' @keywords dataset
#' 
"ts_AR1_Gaussian"