nilemin: Nile Annual Minima, 622 AD to 1284 AD

In artfima: ARTFIMA Model Estimation

Description

Annual Minimum flow of Nile River. See below for details.

Usage

data("nilemin")

Format

The format is: Time-Series [1:663] from 622 to 1284: 11.57 10.88 11.69 11.69 9.84 ... - attr(*, "title")= chr "#Nile River minima series"

Details

The minimum annual level of the Nile has been recorded over many centuries and was given by Toussoun (1925). The data over the period 622 AD to 1284 AD is considered more homogenous and reliable than the full dataset and has been analyzed by Beran (1994) and Percival and Walden (2000). The complete dataset is available StatLib Datasets - see: hipel-mcleod archive, file: Minimum.

Source

Toussoun, O. (1925). Memoire sur l'Histoire du Nil. In Memoires a l'Institut d'Egypte, 18, 366-404.

References

Beran, J. (1994). Statistics for Long-Memory Processes. Chapman and Hall, New York.

Percival, D.B. and Walden, A.T. (2000) Wavelet Methods for Time Series Analysis. Cambridge University Press.

Examples

data(nilemin)
artfima(nilemin, likAlg="Whittle")
## Not run: 
#compare exact and Whittle using bestModel()
start <- proc.time()[3]
ans<-bestModel(nilemin)
tot <- proc.time()[3]-start
start <- proc.time()[3]
ansW <- bestModel(nilemin, likAlg="Whittle")
totW <- proc.time()[3]-start
t <- c(tot, totW)
names(t) <- c("exact", "Whittle")
#compare times - about 100 seconds vs 3 seconds
t
#compare best models
ans
ansW
#AIC/BIC scores similar but rankings to change.
#ARTFIMA(0,0,0) is ranked best by both AIC and BIC
#ARIMA(2,0,1) is ranked second best by both AIC and BIC
#ARFIMA(0,0,0) is ranked 3rd by BIC and is not among top 5 by AIC

## End(Not run)

artfima documentation built on May 2, 2019, 1:27 p.m.