In edxu96/MatrixTSA: Tidy Multivariate (Non)Linear Dynamic Systems

# Clear variables
rm(list=ls())
library(knitr)
source('LinearStocSystem_EDXU.R')
source("Data.R")

ARIMA Model of Solar Irradiation

plotTimeSeries(dat.f$iSolar[1: num_obs], num_lag = 100, "Solar Irradiation")

setEPS()
postscript("19.eps", width = 11, height = 6)
plotTimeSeries(dat.f$iSolar[1: num_obs], num_lag = 100, "Solar Irradiation")
dev.off()

mod_1 <- arima(dat.f$iSolar[1: num_obs], order = c(0, 0, 0), seasonal = list(order = c(0, 0, 1), period = 48), include.mean = TRUE)
mod_1
plotTimeSeriesResidual(mod_1, num_lag = 100, "ARIMA Model 1 of Solar Irradiation")

mod_2 <- arima(dat.f$iSolar[1: num_obs], order = c(0, 1, 0), include.mean = TRUE)
mod_2
plotTimeSeriesResidual(mod_2, num_lag = 100, "ARIMA Model 2 of Solar Irradiation")

mod_1.1 <- arima(mod_1$residuals, order = c(4, 0, 0), include.mean = F)
mod_1.1
plotTimeSeriesResidual(mod_1.1, num_lag = 100, "ARIMA Model 1.1 of Solar Irradiation")

mod_2.1 <- arima(mod_2$residuals, order = c(0, 0, 3), include.mean = F)
mod_2.1
plotTimeSeriesResidual(mod_2.1, num_lag = 100, "ARIMA Model 2.1 of Solar Irradiation")

mod_2.2 <- arima(mod_2$residuals, order = c(3, 0, 0), include.mean = F)
mod_2.2
plotTimeSeriesResidual(mod_2.1, num_lag = 100, "ARIMA Model 2.2 of Solar Irradiation")

mod_1.1.1 <- arima(mod_1.1$residuals, order = c(0, 0, 0), seasonal = list(order = c(1, 0, 0), period = 48), 
                   include.mean = F)
mod_1.1.1
plotTimeSeriesResidual(mod_1.1.1, num_lag = 100, "ARIMA Model 1.1.1 of Solar Irradiation")

mod_1.1.2 <- arima(mod_1.1$residuals, order = c(0, 0, 0), seasonal = list(order = c(0, 0, 2), period = 48), 
                   include.mean = F)
mod_1.1.2
plotTimeSeriesResidual(mod_1.1.2, num_lag = 100, "ARIMA Model 1.1.2 of Solar Irradiation")

setEPS()
postscript("9.eps", width = 11, height = 12)
plotTimeSeriesResidual(mod_1.1.2, num_lag = 100, "ARIMA Model 1.1.2 of Solar Irradiation")
dev.off()

mod_1.1.2 <- arima(dat.f$iSolar[1: num_obs], order = c(4, 1, 0), seasonal = list(order = c(0, 0, 2), period = 48), 
    include.mean = T)
mod_1.1.1 <- arima(dat.f$iSolar[1: num_obs], order = c(4, 1, 0), seasonal = list(order = c(0, 0, 1), period = 48), 
    include.mean = T)
table <- testModel(list(mod_1.1.2, mod_1.1.1), 
                   c("od_1.1.2", "mod_1.1.1"))
kable(table, col.names = c('Name', 'Type', 'Coefficients', 'AIC', 'LogLikRatio Test', 'F-Dist Test'), 
      caption = 'Comparison Between Different Model for Heating', align = "l")