tsToy.test: Toy Time Series Data for SISAL (Test Set)

Description Usage Format Details See Also Examples

Description

Numeric vector with autoregressive (AR) time series data

Usage

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Format

The format is:

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 num [1:2000] 0.583 -0.71 -1.172 1.067 -0.719 ...

Details

This is the test set of the toy time series data, i.e. the last 2000 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.

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

See Also

tsToy.learn, bootMSE

Examples

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