astsa (version 1.6)

arf: Simulated ARFIMA

Description

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

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/tsa4/