TSA (version 1.3)

arma11.s: A Simulated ARMA(1,1) Series/ time series

Description

A simulated ARMA(1,1) series with the model given by: \(y_t=0.6*y_{t-1}+e_t+0.3*e_{t-1}\) where the e's are iid standard normal random variables.

Usage

data(arma11.s)

Arguments

Format

The format is: Time-Series [1:100] from 1 to 100: -0.765 1.297 0.668 -1.607 -0.626 ...

Examples

Run this code
# NOT RUN {
data(arma11.s)
## maybe str(arma11.s) ; plot(arma11.s) ...
# }

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