Nothing
## tsq <- scan(hh("datasets/tsq.dat"))
## tsq <- as.rts(tsq)
## if.R(s=attr(attr(tsq,"tspar"),"units") <- "days",
## r={})
data(tsq)
tsq[96:100] ## last 5 of n=100 observations
tsq.plot <- tsacfplots(tsq, main="tsq 1", lwd=1)
## trellis.device(file=hh("tser/figure/tsq1.ps"), postscript, horizontal=TRUE); strip.background0()
tsq.plot
## dev.off()
## export.eps(hh("tser/figure/tsq1.ps"))
tmp <- tsq.plot$acf.plots
acfs <- if.R(r={
acfs <- t(sapply(tmp$panel.args, `[[`, "y"))
dimnames(acfs) <- list(c("acf","pacf"), 0:(dim(acfs)[2]-1))
acfs
}, s=
t(matrix(tmp$y, ncol=2,
dimnames=list(matrix(tmp$x, ncol=2)[,1], c("acf","pacf"))))
)
round(acfs[,1:6], digits=3)
tsq.loop <- if.R(s=
arma.loop(tsq, model=list(order=c(2,0,2)))
,r=
arma.loop(tsq, order=c(2,0,2))
)
tsq.loop
tsq.diag <-
rearrange.diag.arma.loop(diag.arma.loop(tsq.loop, tsq))
tsq.diagplot <- tsdiagplot(armas=tsq.loop, ts.diag=tsq.diag, lwd=1)
## trellis.device(file=hh("tser/figure/tsq2.ps"), postscript, horizontal=TRUE); strip.background0()
tsq.diagplot
## dev.off()
## export.eps(hh("tser/figure/tsq2.ps"))
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