Statistical test for ΔρDCCA: Methods and data

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.