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