Series A, Chemical Process Concentration Readings

Description

Chemical process concentration readings for every 2 hours.

Usage

data(SeriesA)

Format

ts object with attribute "title"

Details

Box and Jenkins (1970) fit an ARMA(1,1) and ARIMA(0,1,1) to this series. Cleveland(1971) suggested a subset AR(1,2,7). McLeod and Zhang (2006) fit a subset ARz(1,2,6,7) parameterized with the partial autocorrelations.

Source

Box and Jenkins (1970). Time Series Analysis: Forecasting and Control.

References

Cleveland, W.S. (1971) The inverse autocorrelations of a time series and their applications. Technometrics 14, 277-298.

McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.

Examples

data(SeriesA)
#fit subset models
FitAR(SeriesA, c(1,2,7), ARModel="ARp")
FitAR(SeriesA, c(1,2,6,7), ARModel="ARz")

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(FitAR)
Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FitAR/SeriesA.Rd_%03d_medium.png", width=480, height=480)
> ### Name: SeriesA
> ### Title: Series A, Chemical Process Concentration Readings
> ### Aliases: SeriesA
> ### Keywords: datasets
> 
> ### ** Examples
> 
> data(SeriesA)
> #fit subset models
> FitAR(SeriesA, c(1,2,7), ARModel="ARp")
Chemical process concentrations
AR(7). LS Fit.
length of series = 197 ,  number of parameters = 3
loglikelihood = 232.962 ,  AIC = -459.9 ,  BIC =  -450.1 , UBIC =  -443
> FitAR(SeriesA, c(1,2,6,7), ARModel="ARz")
Chemical process concentrations
AR(7). MLE.  Mean estimated using the sample mean
length of series = 197 ,  number of parameters = 5
loglikelihood = 231.694 ,  AIC = -453.4 ,  BIC =  -437 , UBIC =  -430.9
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>