Stochastic ProcessesWN
Stochastic ProcessesWN
yt = et
drift 0 0.8 0 0.8 2. yt = a + et
trend 0 0 0.6 0.6 3. yt = b*t + et
AR 0 0 0 0 4. yt = a + b*t +et
error_sq 0.5 0.5 0.5 0.5
1.592836
0 0 0 0 0 0.596297
white noise
1 -0.20365 0.870818 0.570593 2.417307 1.821009 2
2 0.989252 0.94174 1.845356 2.200136 1.007541 -0.21717 1.5
3 -0.04927 0.274363 1.02304 2.033641 0.244748 -0.1665 1
0.5
4 0.202432 0.302073 2.73586 3.823644 1.438454 1.790003
y_t
0
5 0.273623 0.523678 3.620619 4.181832 1.200345 0.358188 -0.5
6 -0.2881 0.997437 4.527388 4.713747 1.135962 0.531915 -1
7 0.638144 0.564636 4.384221 6.23348 2.059398 1.519733 -1.5
-2
8 0.401644 0.462759 5.503603 5.142888 0.372508 -1.09059
0 50 100 150 200
9 0.396297 0.397348 4.2862 6.18333 0.816653 1.040442
10 0.109701 1.029656 6.407365 6.89967 0.936696 0.71634
11 0.081183 0.334271 6.18423 6.95241 0.393138 0.05274
white noise w/ trend
12 -0.45063 1.19557 7.241878 8.848181 1.692612 1.895771 300
13 0.753219 0.670544 7.622719 8.431075 0.679209 -0.41711 250
14 -0.20097 0.686367 8.562718 8.685268 0.337104 0.254193
200
15 0.115005 1.603479 9.970276 9.841334 0.896873 1.156066
y_t
150
16 -0.71011 1.273397 10.3905 10.57771 1.036954 0.736378
100
17 0.194932 0.798026 10.01544 10.81751 0.680458 0.239802
50
18 -0.09894 0.944306 10.3845 11.91642 1.183064 1.098904
0
19 0.167332 1.358565 11.40012 12.23249 0.902835 0.316068
0 50 100 150 200
20 -0.28746 0.219953 10.91163 12.88793 0.961984 0.655447
21 0.365717 1.345 13.01855 14.22413 1.701879 1.336192
22 -0.93855 1.202242 13.8359 14.21164 1.093098 -0.01248
23 0.62253 1.184418 14.33015 15.41914 1.704296 1.207495
24 0.497267 -0.4908 14.38417 14.64459 0.333456 -0.77454
25 -0.28097 1.245983 15.13542 16.05848 1.151042 1.413884
26 0.274972 0.715779 15.98794 15.86118 0.357442 -0.1973
27 0.945836 0.907778 16.49583 17.15477 1.054735 1.29359
28 0.372851 1.659541 17.18665 18.003 1.306676 0.848239
29 -0.19651 0.776265 17.52771 17.87318 0.580554 -0.12982
30 -0.31655 1.159491 17.65839 18.89842 1.009496 1.025239
31 0.705578 0.391415 17.81268 19.76275 1.277531 0.864332
32 1.148766 0.638383 18.70793 20.04129 0.959768 0.278535
33 0.354085 1.354305 19.70433 19.62107 -0.05675 -0.42022
34 -0.76742 1.624422 20.63706 21.36972 1.095612 1.748655
35 -0.0374 0.665703 20.33972 22.06927 1.198858 0.699544
36 -0.21205 0.119155 21.49646 22.85644 1.389729 0.787168
37 -0.23109 1.094271 21.98407 23.09593 1.032925 0.239494
38 0.626096 0.217686 23.13005 24.01853 1.35923 0.922602
39 -0.04727 0.387589 22.67558 24.4878 1.232201 0.469269
40 -0.2367 0.418656 24.10412 25.56329 1.71139 1.075486
41 -0.51081 1.161397 24.63868 25.59897 1.150778 0.035685
42 0.714165 0.152053 24.80427 25.25934 0.214846 -0.33963
43 0.008019 1.06035 26.64703 26.10716 0.466374 0.847825
44 0.526241 0.839533 26.96498 28.50243 2.265344 2.395267
45 0.750701 0.433024 27.28163 28.10042 1.267039 -0.40201
46 -0.21141 1.65274 27.59733 28.26649 0.836811 0.16607
47 0.48302 0.722566 28.4209 28.58896 0.56298 0.322466
48 0.156153 0.68162 29.40034 29.05362 0.431342 0.46466
49 1.074481 0.67328 29.28225 30.38733 1.168751 1.333706
50 -0.41991 0.991621 30.23025 31.38864 1.573765 1.001311
51 0.188958 0.824244 30.4578 31.38976 0.978589 0.001122
52 1.033842 1.176236 30.68876 32.89054 1.883077 1.500785
53 1.184809 0.973391 31.84762 31.78868 0.184914 -1.10187
54 -0.3266 0.765016 31.90953 33.00113 0.801071 1.212454
55 0.028992 1.039219 33.50773 33.88243 1.086069 0.881295
56 -0.90849 0.397278 33.93985 34.7191 1.326445 0.836674
57 0.379575 1.041068 33.59049 34.56363 0.574675 -0.15547
58 0.897203 0.14252 34.57789 35.57705 0.991801 1.013423
59 -0.68149 1.114637 36.03757 36.28293 1.101379 0.705876
60 0.308044 -0.0482 35.68653 37.17227 1.394424 0.889342
61 -0.07753 1.705443 36.5961 37.26855 0.89441 0.096284
62 -0.43399 0.145778 37.86404 38.3631 1.392657 1.094545
63 0.969565 0.250982 37.40864 38.79247 1.225734 0.429375
64 0.496878 1.71969 37.9637 39.79327 1.63023 1.000793
65 -0.2251 0.040907 38.72466 39.11655 0.357212 -0.67672
66 -0.04877 1.113362 40.39376 40.99658 1.640944 1.88003
67 0.709088 0.914766 40.61065 41.49766 1.545735 0.501088
68 0.110583 1.176633 41.26123 41.10509 0.55686 -0.39258
69 -0.48029 1.260964 41.00653 41.51838 0.373853 0.413291
70 -0.61668 0.680071 42.54385 42.94321 1.202391 1.424835
71 0.158473 2.314356 42.54176 43.10329 0.766169 0.160075
72 -0.42798 0.908412 43.48362 44.13571 1.202293 1.032421
73 -0.08073 0.288855 44.23629 43.76575 0.236034 -0.36996
74 0.21073 1.203655 44.67334 44.96357 0.837558 1.197822
75 0.110504 0.701886 44.80706 45.4277 0.705392 0.464131
76 -0.33903 0.732244 45.78503 45.91457 0.595964 0.48687
77 0.033345 1.079339 46.41213 46.29976 0.384855 0.385188
78 -0.51185 0.431287 47.97926 47.83142 1.320217 1.531659
79 0.860084 1.24812 47.84571 48.99581 1.88831 1.164391
80 -0.14959 1.120756 48.01237 48.74889 1.045095 -0.24692
81 0.736042 0.288085 49.42446 49.33477 1.034678 0.58588
82 -0.09437 2.329743 49.31293 49.71718 0.820789 0.382408
83 -0.3587 0.269534 50.13034 49.44145 -0.05124 -0.27573
84 -0.6081 0.218905 50.3779 51.59013 1.501148 2.148684
85 0.844117 -0.19887 50.92632 51.71372 1.028437 0.123586
86 -0.32768 0.49048 51.48652 52.18964 0.908057 0.475918
87 0.021419 1.046039 52.17475 52.62479 0.746915 0.435155
88 -0.0859 1.690419 51.80764 53.30197 0.827793 0.677176
89 0.064458 0.850951 52.75899 54.72742 1.656948 1.425452
90 0.200607 0.873898 53.75567 55.50475 1.837981 0.77733
91 -0.6515 1.301486 54.61633 54.74492 0.481853 -0.75983
92 -0.13267 1.119185 56.00589 56.99327 2.133901 2.248345
93 0.794683 1.107416 55.49244 57.06995 1.614283 0.076679
94 -0.89917 0.338947 57.75526 57.2007 1.148744 0.130758
95 0.30782 0.63946 57.61525 57.2095 0.56124 0.008794
96 0.260024 1.063424 56.77542 57.88536 0.640804 0.675862
97 0.293009 1.666794 57.95052 59.04883 1.207976 1.163469
98 0.221302 0.454275 59.27515 59.57948 1.142326 0.530648
99 0.369139 0.497009 59.59361 60.62847 1.595019 1.04899
100 0.29731 0.389239 59.91455 61.27493 1.645184 0.646462
101 -0.77399 0.187553 60.72704 62.1004 1.874359 0.825472
102 0.25389 0.556223 60.91998 61.83775 1.015409 -0.26265
103 -0.46966 0.690153 62.46183 62.7249 1.306262 0.887151
104 -1.37642 1.009185 62.5162 64.49269 2.477757 1.767792
105 0.303189 0.06224 62.88009 64.51845 1.907219 0.025759
106 -0.05749 1.54604 64.12748 64.6469 1.439374 0.128453
107 -0.66526 1.038091 64.09613 64.87525 1.071423 0.228347
108 0.738766 0.328397 64.42997 66.26242 1.862299 1.387173
109 0.125552 0.539157 65.23807 66.52045 1.52403 0.258029
110 0.612501 0.872468 65.94614 66.84897 1.256252 0.328519
111 0.315417 0.775955 67.56674 67.54589 1.356873 0.696918
112 0.206912 0.310683 66.96409 67.51367 0.728361 -0.03221
113 0.009831 0.93889 67.13251 68.35114 0.969527 0.837464
114 -0.34685 1.14137 68.35381 69.19864 1.220731 0.847502
115 -1.02286 1.293573 68.93314 70.03683 1.46262 0.838186
116 -0.47763 0.361647 69.12968 70.07165 0.901144 0.034822
117 0.028413 0.460011 71.00911 70.84137 1.074568 0.769722
118 -0.37326 1.092836 70.29154 71.57225 1.209155 0.730884
119 0.402072 1.176518 71.96837 72.34246 1.383064 0.770206
120 -0.41949 0.645651 72.14382 73.56441 2.008717 1.22195
121 -0.71996 0.46913 73.98249 73.15815 1.006158 -0.40626
122 0.372972 -0.2536 72.50854 74.55953 1.811246 1.401385
123 -0.17463 0.063469 73.68326 74.33604 0.991452 -0.2235
124 -0.95558 0.981495 73.78627 74.93439 0.993502 0.598348
125 0.648267 -0.14944 75.72129 75.96049 1.423313 1.026108
126 -0.31638 1.06159 76.01111 76.94993 1.816449 0.989433
127 0.094212 0.646225 76.70643 76.85118 1.121401 -0.09875
128 -0.4302 0.214442 77.05232 77.39827 1.072193 0.54709
129 -0.00821 1.082765 76.89477 78.03898 1.116611 0.640716
130 -0.72037 0.970036 77.8729 79.04635 1.527683 1.007369
131 -0.32333 0.220377 78.64399 79.65119 1.536222 0.604837
132 -0.01428 0.585276 79.20445 81.40426 2.693002 1.753077
133 1.164436 0.29609 79.40962 79.69585 0.388285 -1.70842
134 0.015829 0.672163 80.36541 81.26821 1.364353 1.572365
135 0.073855 0.705832 80.34418 81.41868 0.918528 0.150473
136 -0.8525 0.37906 81.77075 82.52831 1.431857 1.109626
137 0.465261 0.896528 82.41675 81.88977 0.197018 -0.63854
138 0.006595 0.696933 82.75882 83.51167 1.22262 1.621899
139 0.098534 0.610589 82.88487 84.30079 1.415441 0.789119
140 0.381638 1.844129 83.71596 85.09645 1.614804 0.79566
141 -0.05972 1.362915 83.81225 85.28005 1.202114 0.183608
142 -0.36827 1.389483 86.12488 86.28115 1.606917 1.0011
143 -0.16075 1.647069 85.05182 86.47684 1.206307 0.195687
144 -0.2945 0.828012 85.96976 86.7408 0.87397 0.263961
145 -0.18812 0.163374 87.15153 87.42144 0.958315 0.680642
146 0.2252 1.305269 86.79844 88.60594 1.546516 1.184499
147 0.517824 1.381404 88.17519 88.13004 0.474317 -0.4759
148 0.057948 0.572655 89.65645 89.30187 1.049846 1.171827
149 0.762973 0.821975 88.43734 90.45119 1.602868 1.149319
150 0.491877 0.680999 89.77413 90.83075 1.386137 0.379567
151 -0.42371 1.274264 89.99634 91.39614 1.355227 0.565388
152 0.45258 0.955793 90.62613 92.5905 1.953287 1.194357
153 0.484049 -0.0019 91.38692 92.89078 1.65727 0.30028
154 -0.85269 0.930773 92.20202 93.51483 1.685023 0.62405
155 -0.47822 0.850232 93.13416 93.23698 0.81088 -0.27784
156 0.216163 0.437689 92.64561 94.61165 1.589246 1.374663
157 -0.25169 1.323606 94.5091 95.18126 1.56256 0.569611
158 -0.7907 0.3563 94.07747 96.78571 2.57071 1.604447
159 0.539192 0.827219 95.50576 96.44831 1.637012 -0.3374
160 -0.07753 1.983372 95.6351 97.05476 1.64717 0.606455
161 0.030703 0.98249 96.10914 97.72039 1.716504 0.665631
162 -0.87973 0.918241 97.24025 97.89007 1.289882 0.169675
163 -0.42172 -0.18687 97.68225 98.6343 1.437815 0.74423
164 1.611075 1.178451 98.1908 98.70591 0.913129 0.071612
165 0.651374 1.911705 98.86752 100.224 1.834931 1.518099
166 0.585685 0.558683 99.63581 100.5116 1.526263 0.28763
167 -0.95641 0.3513 100.9267 100.18 0.598285 -0.33168
168 1.59224 1.405892 100.7132 101.5235 1.345545 1.343558
169 0.163524 1.117483 101.7523 102.4358 1.661487 0.912239
170 -0.23813 0.088152 101.457 102.613 1.242417 0.177227
171 -0.90078 1.148586 102.4249 103.3178 1.350913 0.704794
172 -0.26842 1.706835 102.7394 104.389 1.825864 1.071248
173 -0.38699 1.001667 103.9228 105.0321 1.872666 0.6431
174 0.056396 -0.17866 104.4465 105.104 1.348284 0.071916
175 -0.51514 0.963173 105.4523 106.6659 2.313862 1.561875
176 -0.14758 0.79007 105.9323 107.5343 2.585951 0.868386
177 -0.68112 0.905217 105.9062 108.0086 2.46391 0.474257
178 0.086227 0.624227 107.2153 107.1659 1.024939 -0.84267
179 0.183062 0.661956 107.5453 108.3227 1.585409 1.156768
180 0.20941 0.929686 107.9104 108.7863 1.452737 0.463625
181 0.412877 0.575586 107.8109 108.8194 0.889571 0.033131
182 -0.75482 0.289687 108.9872 110.6107 2.08459 1.791317
183 0.370196 0.408325 109.904 110.7559 1.633422 0.145129
184 -0.20882 2.200341 110.6826 111.1825 1.463728 0.426603
185 0.731642 0.530715 111.5989 111.9924 1.67741 0.80998
186 0.265273 0.563549 111.0441 112.7286 1.817261 0.736149
187 0.166416 1.376406 111.4822 113.534 2.026376 0.805412
188 1.307859 1.296371 113.1581 113.5913 1.487363 0.057284
189 0.424541 0.841685 113.6145 113.5014 0.801182 -0.08988
190 0.277401 1.576683 113.7266 115.5258 2.229286 2.024401
191 -0.98141 0.186626 113.1435 115.504 1.61114 -0.02185
192 -0.42501 1.224205 115.8251 115.6821 1.192989 0.178147
193 0.378455 0.908982 115.7223 116.3648 1.279404 0.682712
194 -0.61226 0.877436 116.784 116.2802 0.598475 -0.08463
195 0.168973 1.837985 117.2698 117.3159 1.037935 1.035757
196 0.26934 0.746457 117.3845 119.0515 2.177168 1.735531
197 0.528138 0.385118 117.3196 119.5162 2.045569 0.464699
198 -0.28919 -0.03483 117.7912 118.9719 0.904972 -0.5443
199 0.078681 1.234553 118.8594 119.8116 1.148372 0.839698
200 -0.2609 0.854106 120.6335 119.9164 0.656874 0.104799
201 0.435572 -0.29049 119.83 121.2692 1.413423 1.352846
202 0.383533 0.268553 121.222 122.4433 1.99125 1.174125
203 -0.17118 0.88043 121.5193 122.5891 1.540724 0.145771
204 0.337625 0.385443 121.6669 123.5071 1.862415 0.917988
205 1.20326 0.527114 123.2488 124.5133 2.272355 1.006237
206 -0.38388 0.035157 123.3609 124.7627 1.925409 0.249351
207 -0.62512 1.21374 124.2618 125.3446 1.911065 0.581954
208 0.442841 1.234309 124.4647 125.2569 1.227062 -0.0877
209 0.031521 2.350574 125.1614 126.1993 1.573159 0.942394
210 -0.29609 0.537847 126.015 126.0779 0.855403 -0.12146
211 -0.16911 1.60924 127.0405 127.3366 1.517853 1.258748
212 0.549528 0.586472 126.7044 127.0286 0.613568 -0.30799
213 -0.20016 0.344854 129.0197 127.7834 0.772076 0.754806
214 -0.13563 0.836038 128.479 128.4788 0.871157 0.695379
215 0.208276 0.181417 128.8311 129.5783 1.374394 1.099534
216 -1.33548 1.124091 129.9648 130.5146 1.714368 0.936271
217 -0.35266 0.212623 129.8226 130.8936 1.497104 0.379033
218 0.073778 0.260695 130.8896 131.2395 1.246694 0.345888
219 -0.02535 0.66221 131.8297 133.0686 2.479417 1.829021
220 0.024275 0.34648 132.7841 134.1311 2.945637 1.062517
221 -0.85443 1.17641 132.4718 133.7107 1.928924 -0.42042
222 -0.02262 0.716035 133.454 133.7037 1.325649 -0.00698
223 -0.18892 0.074801 133.4058 134.6077 1.633383 0.904032
224 -0.56365 0.441452 133.9685 135.2176 1.646947 0.609861
225 0.302478 0.507611 134.9417 135.4104 1.243464 0.192814
226 0.099584 1.05477 135.1316 136.7521 1.988923 1.341757
227 -0.29974 1.200177 136.6249 137.0336 1.674089 0.281463
228 0.473584 1.041914 135.8297 137.3785 1.422684 0.344892
229 0.205225 0.192165 136.8062 138.3369 1.784763 0.958377
230 -0.38737 0.536442 137.9061 139.0681 1.919672 0.731207
231 1.693667 0.870914 138.3246 139.0416 1.296898 -0.02648
232 0.053163 1.230191 139.118 140.5097 2.168663 1.468063
233 -0.20005 0.503349 139.6242 140.4153 1.478044 -0.09432
234 0.36274 0.438223 139.1526 141.62 2.086421 1.204675
235 -0.76713 0.193036 141.4113 141.0392 0.90927 -0.58085
236 0.684106 1.498802 142.3153 142.2088 1.48256 1.169588
237 -0.56574 1.060153 142.6114 142.4127 1.09018 0.203917
238 -0.22877 1.455294 142.4015 144.4491 2.530311 2.036429
239 -0.62421 0.937394 143.841 143.6412 1.126122 -0.80789
240 0.171364 0.245378 144.9289 144.8244 1.713047 1.183223
241 -0.17984 -0.07738 144.9141 144.6755 0.967865 -0.14888
242 0.173262 1.262703 144.7722 146.0001 1.696073 1.324506
243 -0.12177 0.96336 145.5964 146.8846 1.984279 0.884504
244 0.644589 0.554041 146.4741 147.7255 2.22897 0.840988
245 -0.67455 0.667088 147.4065 148.2447 2.151821 0.519149
246 -0.77356 1.081933 147.3274 148.1815 1.492337 -0.06319
247 -0.25318 1.086469 148.5852 150.0369 2.751391 1.855352
248 0.122203 1.636899 149.0735 148.7257 0.843966 -1.31113
249 -0.01271 0.20257 150.5022 149.7874 1.309379 1.06171
250 -1.40248 1.036684 149.6434 150.6026 1.528248 0.815166
251 -0.76618 1.382184 150.5478 151.5325 1.861883 0.929933
252 0.264001 1.450412 151.2042 152.5151 2.248177 0.982591
253 0.698272 0.345468 152.199 152.7139 1.850654 0.198774
254 0.08658 0.011778 152.3556 153.154 1.694411 0.440055
255 0.053014 0.581938 152.871 153.6462 1.590389 0.492275
256 -0.25442 0.569274 153.826 154.1809 1.528707 0.534616
257 0.084612 1.448845 153.9609 155.2362 1.987747 1.055337
258 -0.07443 1.345148 155.2548 155.8257 1.980915 0.589466
259 -0.2968 1.010438 155.2223 156.5654 2.124387 0.739769
260 -0.57313 1.171667 155.5104 156.2295 1.192169 -0.33592
261 -0.21534 1.216767 156.124 157.7067 2.073111 1.477239
262 -0.4731 0.969242 157.4886 159.102 2.872049 1.395235
263 -0.5144 0.22677 157.4717 159.4668 2.640621 0.36487
264 -0.16736 0.312663 158.499 159.1934 1.770922 -0.2734
265 0.462133 0.084407 158.291 159.7718 1.752956 0.578332
266 -0.82088 0.740464 160.0953 161.1711 2.556014 1.399355
267 0.324253 0.086636 160.4016 160.9168 1.705335 -0.25438
268 -0.00716 0.912671 161.3911 161.9904 2.182681 1.073643
269 0.456771 0.131025 161.0425 162.6512 2.247166 0.660782
270 -0.17659 1.178231 162.3629 162.2509 1.250614 -0.40025
271 -0.32425 -0.11241 163.1652 163.2619 1.665332 1.011016
272 -0.79492 2.299925 162.5683 163.9134 1.720509 0.651474
273 -0.06339 0.684194 163.8848 164.6396 1.850429 0.726218
274 -0.33855 1.846948 164.0248 164.5634 1.177916 -0.07622
275 -0.21675 0.104379 164.6372 166.2351 2.253281 1.671662
276 -0.02579 -0.0211 165.4506 166.2683 1.690193 0.033209
277 0.73538 0.474774 165.9698 166.9974 1.823004 0.729109
278 0.19538 0.672617 167.2805 168.0568 2.286111 1.059404
279 0.544069 0.602454 166.5077 167.905 1.538026 -0.15179
280 0.299706 0.952957 168.2912 169.5244 2.561081 1.619352
281 0.090033 0.943289 168.6911 169.4168 1.857224 -0.10756
282 0.335603 0.578205 168.6097 169.6945 1.538638 0.277712
283 0.313393 0.619651 169.3471 170.5687 1.816499 0.874159
284 0.595268 0.720096 169.6302 170.5535 1.205039 -0.01516
285 -0.49307 1.027268 170.4494 172.1668 2.221986 1.613244
286 -0.05652 1.531174 171.3184 172.8846 2.343527 0.717838
287 0.016822 1.531802 172.0481 174.1528 3.015429 1.2682
288 -0.14051 0.470605 173.1325 173.626 1.892319 -0.52681
289 0.363238 0.783699 173.4387 173.7087 1.378764 0.082743
290 0.029498 0.988714 174.1503 175.2658 2.339531 1.557065
291 -0.68852 0.695502 174.6442 175.4709 1.948354 0.20512
292 -1.02108 0.595672 174.1505 176.0844 1.965587 0.61353
293 0.030636 1.029562 175.7986 177.147 2.431887 1.062598
294 -0.99968 0.543354 176.5659 177.0609 1.749409 -0.08618
295 -0.5955 0.310203 176.8099 178.232 2.324224 1.171112
296 0.333575 1.119569 176.9664 178.9138 2.409751 0.681824
297 0.333089 0.869131 178.5845 178.4625 1.362162 -0.45129
298 0.308501 0.839465 178.7369 179.8458 2.149153 1.383289
299 0.005248 0.14828 179.3973 179.5508 1.257819 -0.29504
300 -0.96808 0.868541 179.1653 180.5276 1.638361 0.976839
301 0.677063 0.087391 180.7565 180.9368 1.451307 0.409244
302 0.023615 0.590208 181.4353 181.183 1.101137 0.246128
303 -0.33785 0.576093 182.8454 182.0903 1.412199 0.907359
304 -0.17907 -0.07425 183.0956 182.8204 1.545985 0.730084
305 0.055688 1.291747 183.5001 183.8052 1.934474 0.984786
306 -1.15883 1.622087 183.3222 184.0959 1.628899 0.290722
307 0.540188 0.060336 183.36 184.4587 1.395349 0.362747
308 0.403526 0.938157 185.5779 185.1364 1.476828 0.677777
309 -1.08892 0.955738 184.567 186.2175 1.961566 1.081035
310 -0.16399 0.699748 185.0644 186.8535 2.001328 0.63606
311 0.004909 1.258879 186.4447 187.9992 2.550711 1.14568
312 0.018202 0.843301 186.5 187.4765 1.43166 -0.52275
313 0.447215 0.028064 187.5525 188.6621 2.021034 1.185672
314 0.031388 0.447329 188.9255 189.2933 2.055853 0.631116
315 0.085769 1.048739 189.4155 189.6141 1.780362 0.320806
316 0.332744 1.530341 189.1717 190.4137 1.983714 0.799649
317 0.105754 0.704672 189.7996 190.7718 1.745489 0.358073
318 -0.02588 0.414057 191.3976 192.0937 2.471149 1.321958
319 -0.18659 1.637922 191.6444 191.5889 1.370039 -0.50481
320 -0.23317 1.129211 191.7082 193.2956 2.480467 1.706725
321 0.126842 0.669128 192.6765 193.3514 1.939959 0.05579
322 -0.66283 0.119056 192.6781 194.3754 2.367573 1.023911
323 0.428336 0.575304 193.8959 193.952 1.347959 -0.42332
324 1.37033 0.885032 194.6607 193.9578 0.757459 0.005798
325 -0.33364 1.316514 194.9989 196.689 2.892306 2.731144
326 0.222932 1.609769 196.3557 197.1847 2.791729 0.495721
327 0.598274 0.508205 195.213 196.9156 1.926361 -0.26907
328 -0.23817 1.125206 197.136 196.9131 1.327491 -0.00257
329 -0.39524 1.169561 197.5619 197.8215 1.639633 0.908439
330 -0.44119 0.236071 198.7564 198.7369 1.95879 0.915454
331 -0.7608 1.116382 197.5376 198.7296 1.355099 -0.00739
332 0.332237 0.776621 199.5406 200.0104 2.039611 1.280809
333 0.308757 1.033341 199.6995 200.6002 2.033154 0.58984
334 0.146113 0.486718 199.9801 201.6549 2.491508 1.054651
335 0.097278 0.678273 200.476 201.9141 2.154421 0.25921
336 -0.00945 1.486986 200.9969 202.9821 2.626188 1.068064
337 0.184741 0.976925 202.0048 202.0992 1.146912 -0.88298
338 0.231701 0.388678 203.4694 203.5947 2.046132 1.495517
339 -0.13549 1.32708 203.2763 204.5595 2.414662 0.964828
340 0.882227 0.586556 203.9038 204.3766 1.635459 -0.18291
341 0.585501 1.113133 203.9036 205.384 2.0466 1.007438
342 -0.34872 0.633234 205.5924 205.8252 1.891471 0.441169
343 -0.29615 0.514062 205.3891 206.1411 1.611049 0.315875
344 -0.34454 0.900079 205.8067 206.7966 1.670322 0.655571
345 -0.3369 0.652453 206.8897 208.6254 2.902812 1.828787
346 -0.6687 0.767017 207.9118 208.2887 1.969746 -0.33677
347 1.200219 1.621339 208.1255 209.3832 2.468 1.094551
348 0.215595 1.086347 208.7812 209.6524 2.140875 0.269173
349 0.354431 1.057553 210.2434 209.858 1.750194 0.205617
350 0.773154 0.811471 210.0019 211.2168 2.512734 1.358837
351 -0.36809 0.270009 210.8862 212.5378 3.237401 1.320965
352 -0.29619 0.642707 211.348 211.6229 1.726153 -0.91495
353 -0.79257 1.204911 212.0481 212.697 2.204046 1.074191
354 -0.11095 0.851444 211.5926 213.913 2.82373 1.215981
355 0.163461 1.06403 212.8019 215.0813 3.395679 1.168246
356 -0.00416 0.089489 212.9456 215.4614 3.179486 0.380104
357 -0.16465 0.881446 214.3555 214.629 1.750814 -0.83237
358 0.316951 1.289853 214.8195 215.5534 2.078906 0.924389
359 1.373834 0.972762 215.4112 216.4352 2.364386 0.881777
360 0.036325 1.685114 215.3961 216.9229 2.255803 0.487715
361 0.536767 0.76903 217.0533 216.9709 1.70755 0.048044
362 0.043299 0.373409 217.9469 217.7228 1.863147 0.751895
363 -0.0465 0.235411 218.0388 219.6299 3.173891 1.907041
364 0.166538 1.039713 218.859 219.1497 2.097448 -0.48015
365 0.247643 1.497368 219.0074 221.1227 3.474143 1.972992
366 -0.12115 1.071281 219.7064 220.2418 1.99691 -0.88094
367 -0.84389 0.342598 220.5653 221.4613 2.620107 1.219495
368 -0.10346 0.5811 219.735 221.7124 2.274954 0.251144
369 -1.04487 0.473356 221.1858 222.4899 2.45618 0.777524
370 -0.27996 -0.31378 222.3904 222.9267 2.296676 0.436793
371 0.212396 0.255804 223.1737 222.7845 1.558105 -0.14227
372 0.383937 0.884584 222.7897 224.2103 2.387607 1.4258
373 -0.23711 1.022785 223.9935 224.2388 1.819896 0.028586
374 0.720633 0.597083 224.2944 226.0662 3.050915 1.827316
375 -0.48776 1.012963 225.4012 225.736 2.124435 -0.33018
376 0.487305 0.577106 225.9704 226.9432 2.735341 1.207203
377 -0.79851 1.766934 226.135 227.6248 2.82066 0.681616
378 0.038606 0.551744 226.922 227.2792 1.878729 -0.34563
379 -0.16789 1.164732 227.5894 228.4286 2.431844 1.149412
380 -0.9787 -0.035 227.236 228.8206 2.227572 0.392026
381 0.110255 1.347901 229.6494 229.6338 2.444494 0.81322
382 -0.72922 0.88031 228.7458 229.7174 1.931742 0.083546
383 -0.66376 0.480346 229.4969 230.7612 2.379323 1.043878
384 -0.19606 1.743558 230.9899 231.5766 2.59835 0.815324
385 0.492193 0.840723 230.6929 232.7357 3.161155 1.159102
386 0.810777 1.528896 230.8477 231.9758 1.804967 -0.75989
387 -0.36842 0.995443 231.5971 233.1006 2.333446 1.124776
388 0.06601 0.95928 233.7936 233.3881 2.024665 0.287516
389 0.157004 0.427005 233.8962 233.2682 1.308508 -0.11986
390 -0.97852 1.161089 234.3568 235.7828 3.226768 2.514557
391 -0.19844 -0.68167 234.3354 234.8349 1.682593 -0.94788
392 0.234637 0.392802 235.6429 236.1473 2.398672 1.312377
393 -0.06909 -0.32312 236.1024 236.5335 2.188579 0.386204
394 -0.08739 0.570658 237.0129 237.4887 2.547486 0.955204
395 -0.24749 1.350539 236.7646 238.4087 2.871189 0.92
396 -1.24525 0.833743 238.692 237.7039 1.570144 -0.70475
397 -0.32876 0.502906 238.042 238.4693 1.739237 0.765391
398 -0.99184 0.397639 238.6141 240.2243 2.897881 1.754942
399 0.326295 0.484082 239.307 240.8505 2.927797 0.626214
400 -0.09595 1.476779 239.7499 240.34 1.821009 -0.51049
white noise white noise w/ drift
2.6
2.1
y_t 1.6
1.1
0.6
200 250 300 350 400 0 50 100 150 200 250 300 350 400
t t
150
100
50
0
200 250 300 350 400 0 50 100 150 200 250 300 350 400
t t
white noise white noise w/ drift
2 3
1.5 2.5
1 2
0.5 1.5
y_t
y_t
0 1
-0.5 0.5
-1 0
-1.5 -0.5
-2 y = -0.0139x - 0.0071 -1
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -1 -0.5 0 0.5
L1
y_t
150 150
100 100
50 50
0 y = 0.9999x + 0.6074 0
0 50 100 150 200 250 300 0 50 100 150
L1 L1
white noise w/ drift
y = -0.0412x + 0.8338
1 1.5 2 2.5 3
L1
y = 0.9999x + 0.6173
150 200 250 300
L1