fig5.3c {tswge}R Documentation

Data from Figure 5.3c in "Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Description

Realization of length 200 from the AR(3) model (1-.995B)(1-1.2B+.8B^2)X(t)=a(t)

Usage

data("fig5.3c")

Format

The format is: num [1:200] -0.503 -0.811 -0.188 1.34 2.982 ...

Source

Simulated data

References

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

Examples

data(fig5.3c)

[Package tswge version 2.1.0 Index]