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

datasets

Data sets and scripts to accompany Time Series Analysis and Its Applications: With R Examples (4th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <DOI:10.1007/978-3-319-52452-8>, and Time Series:  A Data Analysis Approach Using R. Chapman-Hall, 2019, <ISBN: 978-0367221096>.

David Stoffer

astsa

Applied Statistical Time Series Analysis

arf function

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

arf: Simulated ARFIMA

Description

Arguments

Format

References