acvs.andel8: Autocovariance and Autocorrelation Sequences for a Seasonal
Persistent Process
Description
The autocovariance and autocorrelation sequences from the time series
model in Figure 8 of Andel (1986). They were obtained through numeric
integration of the spectral density function.format
A data frame with 4096 rows and three columns:
- lag
{Lag}
- acvs
{Autocovariance sequence}
- acf
{Autocorrelation sequence}References
Andel, J. (1986)
Long memory time series models,
Kypernetika, 22, No. 2, 105-123.