timsac (version 1.3.0)

nonstData: Non-stationary Test Data

Description

A non-stationary data for testing nonst.

Usage

data(nonstData)

format

A time series of 2100 observations.

source

H.Akaike, E.Arahata and T.Ozaki (1976) Computer Science Monograph, No.6, Timsac74 A Time Series Analysis and Control Program Package (2). The Institute of Statistical Mathematics.