A simulated non-stationary time series with regime changes. This time series is used for illustration.

1 |

A data frame with 670 rows and 2 columns:

- x
The covariate variable which is the time in this time-series case.

- y
The time series. The latter has been generated as follows:

First regime: 100 values of standard Normally distributed random numbers.

Second regime: 120 values of Normally distributed random numbers with mean 7 and unit variance.

Third regime: 200 values of Normally distributed random numbers with mean 4 and unit variance.

Fourth regime: 100 values of Normally distributed random numbers with mean -2 and unit variance.

Fifth regime: 150 values of Normally distributed random numbers with mean 3.5 and unit variance.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.