Nothing
surveyfit<-function(year=NULL,index=NULL,logtrans=TRUE,graph=TRUE){
if(length(year)!=length(index)) stop ("Lengths of year and index are different.")
if(any(is.na(index))) stop("Missing values are not allowed.")
if(logtrans==TRUE) logn<-log(index) else logn<-index
n<-length(logn)
outacf<-acf(diff(ts(logn),lag=1),plot=FALSE)[1:3]
out<-arima(logn,order=c(0,1,1))
ests<-c(abs(out$coef),sqrt(out$var.coef))
varc<-out$sigma2
table1<-matrix(NA,1L,7L)
table1<-cbind(n,round(rbind(outacf$acf),2),round(ests[1],2),round(ests[2],2),
round(varc,2))
colnames(table1)<-c("n","r1","r2","r3","theta","SE","sigma2c")
rownames(table1)<-"Results"
pred<-NULL
for(i in 1:n){
pis<-rep(NA,1,length(seq(i,n,1)))
pis[1]<-1
if(i<n){
for(j in 2:as.numeric(length(pis))){
pis[j]<-(1-ests[1])*(ests[1]^(j-1-1))*-1
}
}
pred[i]<-logn[i]-ests[1]*sum(out$residuals[i:n]*pis)
}
ans<-NULL
ans$results<-table1
ans$index<-as.data.frame(cbind(year,logn,pred))
names(ans$index)<-c("year","log_index","fitted")
ans$ARIMA_output<-out
if(graph==TRUE){
plot(logn~year,ylab="loge(index): (o) observed, (-) predicted",xlab="Year")
lines(pred~year,col="black")
}
return(ans)
}#function end
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