fig3.24a {tswge}

ARMA(2,1) realization

Description

ARMA(2,1) realization of length n=200 phi(1)=1.6,phi(2)=-.9,theta(1)=.8 (using Box-Jenkins-Reinsel notation)

Usage

data("fig3.24a")

Format

The format is: num [1:200] 0.685 -1.234 -0.714 0.796 -0.96 ...

Source

Simulated data

References

Fig3.24a in "Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(fig3.24a)