White noise | AR(1) | Three torus | Logistic map | TAR(2,1) | FARIMA | FGN | |
0.180 | 0.716 | 5.287 | 0.745 | 0.323 | 0.519 | 0.746 | |
H | 0.590 | 0.858 | 0.873 | 0.661 | 0.760 | 0.873 |