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wmtsa (version 1.1-1)

fdp045: Fractional Difference Process Data

Description

These data represent a single realization of a fractional difference process (FDP) with FDP exponent $\delta=0.45$ and a process variance of unity.

Arguments

concept

simulated time series

See Also

nile, atomclock, ocean, ecg.

Examples

Run this code
plot(fdp045)

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