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ar1.s

A simulated AR(1) series


Description

A simulated AR(1) series with the AR coefficient equal to 0.9.

Usage

data(ar1.s)

Format

The format is: Time-Series [1:60] from 1 to 60: -1.889 -1.691 -1.962 -0.566 -0.627 ...

Details

The model is Y(t)=0.9*Y(t-1)+e(t) where the e's are iid standard normal.

Examples

data(ar1.s)
## maybe str(ar1.s) ; plot(ar1.s) ...

TSA

Time Series Analysis

v1.3
GPL (>= 2)
Authors
Kung-Sik Chan, Brian Ripley
Initial release
2020-9-11

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