Volume 39, Issue 3 p. 357-365
Article

A Look at Some Data on the Old Faithful Geyser

A. Azzalini

A. Azzalini

University of Padua, Italy

Search for more papers by this author
A.W. Bowman

A.W. Bowman

University of Glasgow, UK

Search for more papers by this author
First published: 1990
Citations: 24
Address for correspondence: Department of Statistics, University Gardens, University of Glasgow, Glasgow, G12 8QW, UK.

SUMMARY

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.