Chemical process concentration readings for every 2 hours.
ts object with attribute "title"
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.
Box and Jenkins (1970). Time Series Analysis: Forecasting and Control.
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.
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Loading required package: lattice Loading required package: leaps Loading required package: ltsa Loading required package: bestglm 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 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
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