White noise | AR(1) | Three torus | Logistic map | TAR(2,1) | FARIMA | FGN | |
β | 1.645 | 1.580 | 1.017 | 0.013 | 0.189 | 1.619 | 0.129 |
Hurst exponent | 0.170 | 0.210 | 0.491 | 0.934 | 0.905 | 0.190 | 0.930 |