MA(2) data for Table 7.1 in "Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott. Uses function ia in package itsmr to show steps in the innovations algorithm for estimating the MA parameters and white noise variance
Usage
data("table7.1")
Arguments
Format
The format is:
num [1:400] 0.4481 0.5497 -1.6586 -3.1653 -0.0314 ...
References
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott