White noise

AR(1)

Three torus

Logistic map

TAR(2,1)

FARIMA

FGN

d

0.005

0.0004

0.364

0.023

0.199

0.326

0.193

Hurst exponent

0.5005

0.5004

0.864

0.502

0.699

0.826

0.693