Description Usage Format Details Source Examples
Annual U.S. tobacco production, 1871-1984, in millions of pounds.
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The format is: Time-Series [1:114] from 1871 to 1984: 327 385 382 217 609 466 621 455 472 469 ... - attr(*, "title")= chr "Tobacco production,US, 1871-1984"
Wei (2006, p.120, Example 6.6) fits an ARIMA(0,1,1) to the logarithms. But a more accurate Box-Cox analysis indicates a square-root transformation should be used. A more complex ARIMA-GARCH model is also suggested by Wei (2006).
Wei, W.W.S. (2006, Series W6, p.570), Time Series Analysis: Univariate and Multivariate Methods. 2nd Ed., New York: Addison-Wesley.
1 2 3 4 5 6 7 | #From a plot of the series, we see that the variance is increasing with level.
#From the acf of the first differences an ARIMA(0,1,1) is suggested.
data(USTobacco)
# layout(matrix(c(1,2,1,2),ncol=2))
plot(USTobacco)
lines(lowess(time(USTobacco), USTobacco), lwd=2, col="blue")
acf(diff(USTobacco, differences=1))
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