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Top row: example series simulated with a one-order auto-regressive model (yi = 0.85yi − 1 + εi, left column), a one-order moving average model (yi = yi − 1 – 0.8εi − 1 + εi, central column), and the Davies–Harte algorithm (fGn with H = 0.9, right column). The corresponding DFA diffusion plots are presented in the bottom row.
