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astsa (version 1.1)

arf: Simulated ARFIMA

Description

1000 simulated observations from an ARFIMA(1, 1, 0) model with $\phi = .75$ and $d = .4$.

Usage

data(arf)

Arguments

format

The format is: Time-Series [1:1000] from 1 to 1000: -0.0294 0.7487 -0.3386 -1.0332 -0.2627 ...

References

http://www.stat.pitt.edu/stoffer/tsa3/