fig5.3c: Data from Figure 5.3c in "Applied Time Series Analysis with...

fig5.3cR Documentation

Data from Figure 5.3c in "Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Description

Realization of length 200 from the AR(3) model (1-.995B)(1-1.2B+.8B^2)X(t)=a(t)

Usage

data("fig5.3c")

Format

The format is: num [1:200] -0.503 -0.811 -0.188 1.34 2.982 ...

Source

Simulated data

References

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

Examples

data(fig5.3c)

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