The set of lag sets to be used as the default set in function eSOBI.
taus_defThe object taus_def contains the following lag sets:
| taus_def[[1] | 1,2,…,12 |
| taus_def[[2]] | 1 |
| taus_def[[3]] | 1,2 |
| taus_def[[4]] | 1,2,3 |
| taus_def[[5]] | 1,2,3,4,5 |
| taus_def[[6]] | 1,2,…,8 |
| taus_def[[7]] | 1,2,…,20 |
| taus_def[[8]] | 1,2,…,50 |
| taus_def[[9]] | 1,2,…,10,12,…,20 |
| taus_def[[10]] | 5,6,…,10,12,…,20,25,…,50 |
| taus_def[[11]] | 2,4,…,20 |
Taskinen, S., Miettinen, J. and Nordhausen, K. (2016), Efficient second order blind identification method for separation of uncorrelated stationary time series, submitted.