ma1.1.s {TSA}

A simulated MA(1) series / time series

Description

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

Usage

data(ma1.1.s)

Format

The format is: Time-Series [1:120] from 1 to 120: 0.182 -0.748 -0.355 1.014 -2.363 ...

Details

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

Examples

data(ma1.1.s)
## maybe str(ma1.1.s) ; plot(ma1.1.s) ...