Journal
DATA IN BRIEF
Volume 18, Issue -, Pages 795-798Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.dib.2018.03.080
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Funding
- FAPESB (Fundacdo de Amparo a Pesquisa do Estado da Bahia) [BOL 0976/2016, BOL 0262/2017]
- CNPq (Conselho Nacional de Desenvolvimento Cientifico e Tecnologico) [304362/2017-4]
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In this paper the algorithm for Delta rho(DCCA) statistical test (Guedes et al., 2018) [1] is presented. Our test begins with the simulation of four time series pairs, by an ARFIMA process. These time series has N = 250, 500, 1000, and 2000 points, see Guedes et al. (2018) [1]. The probability distribution function (PDF) is made available for all 10,000 samples, that start from the original time series, in supplementary material. (C) 2018 The Authors. Published by Elsevier Inc.
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