Andel: Autocovariance and Autocorrelation Sequences for a Seasonal...

Description Usage Format References

Description

The autocovariance and autocorrelation sequences from the time series model in Figures 8, 9, 10, and 11 of Andel (1986). They were obtained through numeric integration of the spectral density function.

Usage

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Format

A data frame with 4096 rows and three columns: lag, autocovariance sequence, autocorrelation sequence.

References

Andel, J. (1986) Long memory time series models, Kypernetika, 22, No. 2, 105-123.


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