Two series consisting of daily temperature values and the (square root
transformed) wind speed series obtained from Piggott (1980). This data
set was first studied by Shea (1987) and then by Ducharme et al. (2004).
Usage
data(Piggott)
Arguments
Format
A data frame with 366 observations on the following 2 variables.
temp
numeric vector of daily temperatures.
wind.trans
numeric vector of the (square root
transformed) wind speed series.
References
Ducharme G., Lafaye de Micheaux P., (2004). Goodness-of-fit tests of normality for the
innovations in ARMA models. Journal of Time Series Analysis 25 (3), 373--395. Duchesne P., Lafaye de Micheaux P., Tagne J. (2016). Neyman Smooth Test of Normality for ARMA Time Series
Models with Unknown Mean. Submitted. Piggott J. L., (1980). The use o f Box-Jenkins modelling for the forecasting of daily gas demand.
Paper presented to the Royal Statistical Society. Shea B. L., (1987). Estimation of Multivariate Time
Series. Journal of Time Series Analysis 8 (1), 95--109.