ar1.2.s {TSA}

A simulated AR(1) series

Description

A simulated AR(1) series with the AR coefficient equal to 0.4.

Usage

data(ar1.2.s)

Format

The format is: Time-Series [1:60] from 1 to 60: -0.0678 1.4994 0.4888 0.3987 -0.5162 ...

Details

The model is Y(t)=0.4*Y(t-1)+e(t) where the e's are iid standard normal.

Examples

data(ar1.2.s)
## maybe str(ar1.2.s) ; plot(ar1.2.s) ...