MATH38032 Time Series Analysis Examples sheet 7

发布时间：2024-06-26

Hello, dear friend, you can consult us at any time if you have any questions, add WeChat: daixieit

MATH38032 Time Series Analysis

Examples sheet 7

1. Use the theoretical acf and pacf in each row to identify the model.

2. Use the sample acf and pacf in each row to identify the model.

3. Download the airmiles data from Bb and identify a model. The values (from line 4) are monthly distances travelled by US airline passengers from January 1960.

x <- scan(’airmiles.txt’, skip=3)	#read in the data
x <- ts(x, start=c(1960, 1), frequency=12)	#convert into time series
par(mfrow=c(1,2)) plot(x)
logx <- log(x)	#take log
plot(logx)