astsa (version 2.4)

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

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.

Examples

par(mfrow=2:1)
tsplot(arf, col=4, main='ARFIMA')
acf1(arf, col=4, main=NA)