A Look at Some Data on the Old Faithful Geyser

A. Azzalini and A.W. Bowman

Journal of the Royal Statistical Society Series C, 1990, vol. 39, issue 3, 357-365

Abstract: An analysis of data on the duration times and waiting times for eruptions from the Old Faithful Geyser reveals an interesting time series structure. A tentative physical model, derived from Rinehart, is outlined and a corresponding first‐order Markov chain examined. It is shown that a second‐order model is necessary to explain the observed correlations in the data. A curious clustering effect is apparent in the autocorrelation function when plotted over a large range of lags. Similar patterns are observed in simulations from the fitted second‐order model.

Date: 1990
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