table7.1 {tswge}R Documentation

MA(2) data for Table 7.1

Description

MA(2) data for Table 7.1 in "Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott. Uses function ia in package itsmr to show steps in the innovations algorithm for estimating the MA parameters and white noise variance

Usage

data("table7.1")

Format

The format is: num [1:400] 0.4481 0.5497 -1.6586 -3.1653 -0.0314 ...

Source

Generated data

References

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

Examples

data(table7.1)

[Package tswge version 2.1.0 Index]