Willamette Riverflow Time Series

Description

Monthly flows of the Willamette River, Salem, Oregon, Oct. 1950 - Aug. 1983. Percival and Walden (1993, Ch. 10.15) fit high-order AR models to estimate the spectral density function.

Usage

data(Willamette)

Format

The format is: Time-Series [1:395] from 1951 to 1984: 8.95 9.49 10.19 10.96 11.08 ... - attr(*, "title")= chr "Willamette river, Monthly, Salem, Oregon, Oct. 1950 - Aug. 1983"

Source

http://faculty.washington.edu/dbp/sapabook.html

References

Percival, D.B. and Walden, A.T. (1993), Spectral Analysis for Physical Applications. Cambridge University Press.

Examples

#Percival and Walden (1993) fit an AR(27).
#Compare spectral densities with subset AR's.
data(Willamette)
pmax<-27
sdfplot(FitAR(log(Willamette), pmax))
p<-SelectModel(log(Willamette), ARModel="ARz", lag.max=pmax, Best=1)
sdfplot(FitAR(log(Willamette), p))
p<-SelectModel(log(Willamette), ARModel="ARp", lag.max=pmax, Best=1)
sdfplot(FitAR(log(Willamette), p), ARModel="ARp", MLEQ=FALSE)

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)

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> 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/Willamette.Rd_%03d_medium.png", width=480, height=480)
> ### Name: Willamette
> ### Title: Willamette Riverflow Time Series
> ### Aliases: Willamette
> ### Keywords: datasets
> 
> ### ** Examples
> 
> #Percival and Walden (1993) fit an AR(27).
> #Compare spectral densities with subset AR's.
> data(Willamette)
> pmax<-27
> sdfplot(FitAR(log(Willamette), pmax))
> p<-SelectModel(log(Willamette), ARModel="ARz", lag.max=pmax, Best=1)
> sdfplot(FitAR(log(Willamette), p))
> p<-SelectModel(log(Willamette), ARModel="ARp", lag.max=pmax, Best=1)
> sdfplot(FitAR(log(Willamette), p), ARModel="ARp", MLEQ=FALSE)
There were 12 warnings (use warnings() to see them)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>