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arma11.s

A Simulated ARMA(1,1) Series/ time series


Description

A simulated ARMA(1,1) series with the model given by: y_t=0.6*y_{t-1}+e_t+0.3*e_{t-1} where the e's are iid standard normal random variables.

Usage

data(arma11.s)

Format

The format is: Time-Series [1:100] from 1 to 100: -0.765 1.297 0.668 -1.607 -0.626 ...

Examples

data(arma11.s)
## maybe str(arma11.s) ; plot(arma11.s) ...

TSA

Time Series Analysis

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

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