Type of the artificial series

d

D

AR

MA

s = 48, n = 300

0.1354

0.0959

0.1078

0.1061

s = 48, n = 1100

0.1564

0.1626

−0.0304

0.1797

s = 78, n = 500

0.1822

0.1380

0.0292

0.1520

s = 78, n = 2000

0.1866

0.1823

0.1652

0.2838