Type of the artificial series | ARFIMA | SARFIMA-known | SARFIMA-WHI | ARMA | PAR |
s = 48, n = 300 | 1.0171 | 1.0123 | 1.2862 | 1.0404 | 0.9906 |
s = 48, n = 1100 | 1.0472 | 1.0223 | 1.3629 | 1.0630 | 1.0105 |
s = 78, n = 500 | 1.0370 | 1.0219 | 1.3460 | 1.0635 | 1.0117 |
S = 78, n = 2000 | 1.0585 | 1.0275 | 1.4514 | 1.0725 | 1.0144 |