A simulated MA(2) series with MA coefficients being 1 and -0.6.
一个模拟MA(2)系列MA系数为1和-0.6。
用法----------Usage----------
data(ma2.s)
格式----------Format----------
The format is: Time-Series [1:120] from 1 to 120: -0.4675 0.0815 0.9938 -2.6959 2.8116 ...
其格式为:时间序列[1:120]从1到120:-0.4675 0.0815 0.9938 -2.6959 2.8116 ...
Details
详细信息----------Details----------
The model is Y(t)=e(t)-e(t-1)+0.6*e(t-2) where the e's are iid standard normal random variables.
该模型是Y(t)=e(t)-e(t-1)+0.6*e(t-2)其中的电子是独立同分布的标准正态随机变量。