fig3.10d {tswge}

AR(2) Realization (1-.95)^2X(t)=a(t)

Description

AR(2) Realization (1-.95)^2X(t)=a(t) plotted in Figure 3.10d in "Applied Time series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Usage

data("fig3.10d")

Format

The format is: num [1:100] 15.3 16.3 18.6 21.2 22.8 ...

Details

This realization is also used in Chapter 7 of text above for testing estimation techniques

Source

Simulated realization

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(fig3.10d)