percivalAR4 {multitaper}

Auto Regressive Series generated by Don Percival at Applied Physics Laboratory

Description

This is a simulated AR(4) time series (page 45 of Percival and Walden 1993). The source of this series is: Applied Physics Laboratory (Don Percival). The value for delta T is 1, and the sample size is 1024. Another realization of this series based on the same autoregressive coefficients can be generated in R using the code in the example section of the documentation.

Usage

percivalAR4

Format

A time series object containing 1024 simulated values.

Source

Presented on page 45 of Percival, D.B. and Walden, A.T. (1993). See: http://faculty.washington.edu/dbp/DATA/ar4.dat

References

Percival, D.B. and Walden, A.T. (1993) Spectral analysis for physical applications. Cambridge University Press.

Examples

## get the Percival realization of the series saved as data.
data(percivalAR4)
## generate another realization of this series using the same AR(4)
## coefficients.
ar4Coef <- c(2.7607, -3.8106, 2.6535, -0.9238)
ar4.ts <- arima.sim(list(order = c(4, 0, 0), ar=ar4Coef), n=1024)