R: Autocovariance and Autocorrelation Sequences for a Seasonal...
Andel
R Documentation
Autocovariance and Autocorrelation Sequences for a Seasonal
Persistent Process
Description
The autocovariance and autocorrelation sequences from the time series
model in Figures 8, 9, 10, and 11 of Andel (1986). They were obtained
through numeric integration of the spectral density function.