fig3.10d: AR(2) Realization (1-.95)^2X(t)=a(t)

In tswge: Time Series for Data Science

AR(2) Realization (1-.95)^2X(t)=a(t)

Description

AR(2) Realization (1-.95)^2X(t)=a(t) plotted in Figure 3.10d in "Applied Time series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Usage

data("fig3.10d")

Format

The format is: num [1:100] 15.3 16.3 18.6 21.2 22.8 ...

Details

This realization is also used in Chapter 7 of text above for testing estimation techniques

Source

Simulated realization

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(fig3.10d)

tswge documentation built on Feb. 16, 2023, 6:51 p.m.