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 |