table10.1.signal: Underlying, unobservable signal (X(t), the first 5 points of...

table10.1.signalR Documentation

Underlying, unobservable signal (X(t), the first 5 points of which are shown in Table 10.1 in Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Description

The X(t) data is unobservable, and is a realization from an AR(1) model

Usage

data("table10.1.signal")

Format

The format is: num [1:75] -0.2497 -0.0812 -0.6463 -1.7653 -2.719 ...

Source

Simulated data

References

Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Examples

data(table10.1.signal)

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