A dataset containing the transformed Wolf annual sunspot numbers for the years 1710-1979.
sunspotA tibble with 270 rows and 11 variables:
transformed sunspot
transformed sunspot, lag one
transformed sunspot, lag two
transformed sunspot, lag three
transformed sunspot, lag four
transformed sunspot, lag five
transformed sunspot, lag six
transformed sunspot, lag seven
transformed sunspot, lag eight
transformed sunspot, lag nine
transformed sunspot, lag ten
Each column of the data matrix is a lagged transformed sunspot observations from lag order 0 to 10.
The data were transformed by using the formula $$y_t = 2 \left\{ (1 + x_t)^{1/2} -1 \right\}$$ see Ghaddar and Tong (1981)
Ghaddar, D. K. and Tong, H. (1981) Data transformation and self-exciting threshold autoregression, Applied Statistics, 30, 238<U+2013>48.