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Examples
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Got the hosking.sim C source code from the waveslim tar source file stored at CRAN.
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The autocovariance structure is passed to the function hosking.sim as one of its parameters.
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Got the hosking.sim C source code from the waveslim tar source file stored at CRAN.
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What hosking.sim does is generate random simulations of a process that has a certain autocovariance structure.
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It is 74 pages, but the hosking.sim explanation is just one page, page 34.
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Para 6 of the GRL article says that Steve obtained the “complete autocorrelation properties” of the 70 series using the hosking sim program.
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Does hosking.sim “measure” the autocorrelation properties p,d,q of a series or set of series?
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I wonder if the “acvs” that hosking.sim asks for is the same quantity as what that “acf” of R spits out.
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Important to realize that hosking was a convenient choice not because of potential for fractional differencing, but because it has another beneficial property, which is that it simulates on the basis of the whole acf, whatever order it happens to be.
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The online waveslim guide at r-cran with the hosking.sim explanation is very sketchy…as Gene Wahl mentioned.
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