tsToy.learn: Toy Time Series Data for SISAL (Learning Set)

Description Usage Format Details See Also Examples

Description

Numeric vector with autoregressive (AR) time series data

Usage

1

Format

The format is:

1
 num [1:1000] 0.7529 -0.2576 0.441 0.8473 0.0164 ...

Details

This is the learning set of the toy time series data, i.e. the first 1000 of the total 3000 observations.

The data follow a second order AR model. The first order coefficient is -0.5 and the second order coefficient 0.3. The autocovariances for lags 0 to 4 are c(1.0, -0.71, 0.66, -0.54, 0.47) (theoretical values, two significant digits).

Use file.show(system.file("toyDataSrc", "sisalToyTs.R", package="sisal")) to view the script that generated the data.

See Also

tsToy.test, testSisal

Examples

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sisal documentation built on May 29, 2017, 9:09 a.m.