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ar2.s

Asimulated AR(2) series / time series


Description

Asimulated AR(2) series with AR coefficients being equal to 1.5 and -0.75

Usage

data(ar2.s)

Format

The format is: Time-Series [1:120] from 1 to 120: -2.064 -1.937 0.406 2.039 2.953 ...

Details

The model is Y(t)=1.5*Y(t-1)-0.75*Y(t-2)+e(t) where the e's are iid standard normal random variables.

Examples

data(ar2.s)
## maybe str(ar2.s) ; plot(ar2.s) ...

TSA

Time Series Analysis

v1.3
GPL (>= 2)
Authors
Kung-Sik Chan, Brian Ripley
Initial release
2020-9-11

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