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simul
2010 May 28
0
simulate time series with various "colors" of noise
Hello,
I'm trying to simulate time series with various "colors" of noise to verify
some other code I've written. I'm using the fractal package, specifically
FDSimulate. I have a detailed question about this particular function, but
I'd also be happy to receive any suggestions for other packages, functions,
citations.
To the question: FDSimulate takes a delta parameter governing the
fractionally differenced process. Using delta = 0 we get white noise, de...