Description Usage Format Source References Examples
This is a simulated AR(4) time series (page 45 of Percival and Walden 1993). The source of this series is: Applied Physics Laboratory (Don Percival). The value for delta T is 1, and the sample size is 1024. Another realization of this series based on the same autoregressive coefficients can be generated in R using the code in the example section of the documentation.
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A time series object containing 1024 simulated values.
Presented on page 45 of Percival, D.B. and Walden, A.T. (1993). See: http://faculty.washington.edu/dbp/DATA/ar4.dat
Percival, D.B. and Walden, A.T. (1993) Spectral analysis for physical applications. Cambridge University Press.
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