Asimulated AR(2) series / time series
Asimulated AR(2)系列/时间序列
译者:生物统计家园网 机器人LoveR
描述----------Description----------
用法----------Usage----------
data(ar2.s)
格式----------Format----------
The format is: Time-Series [1:120] from 1 to 120: -2.064 -1.937 0.406 2.039 2.953 ...
其格式为:时间序列[1:120]从1到120:-2.064 -1.937 0.406 2.039 2.953 ...
Details
详细信息----------Details----------
The model is Y(t)=1.5*Y(t-1)-0.75*Y(t-2)+e(t) where the e's are iid standard normal random variables.
该模型是Y(T)= 1.5 * Y(T-1)-0.75 * Y(T-2)+ E(T)电子是独立同分布的标准正态随机变量。