ar1.s {TSA} | R Documentation |
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) ...
[Package TSA version 1.3.1 Index]