White noise | AR(1) | Three torus | Logistic map | TAR(2,1) | FARIMA | FGN | |
β | 0.987 | 0.869 | 0.114 | 0.014 | 0.470 | 0.705 | 0.295 |
Hurst exponent | 0.506 | 0.566 | 0.943 | 0.993 | 0.765 | 0.648 | 0.852 |