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ma1.2.s

A simulated MA(1) series / time series


Description

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

Usage

data(ma1.2.s)

Format

The format is: Time-Series [1:120] from 1 to 120: 1.511 1.821 0.957 -1.538 -2.888 ...

Details

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

Examples

data(ma1.2.s)
## maybe str(ma1.2.s) ; plot(ma1.2.s) ...

TSA

Time Series Analysis

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

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