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 |