inst/ModuleExamples/ModualExamples04/Segment5_M4.R

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

library("RTseries")
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# -----------------------------------------------------------------------------------
# code for figure on page 4-39
show.true.acfpacf(model=list(ma=c(0.78, 0.2)))

# -----------------------------------------------------------------------------------
# code for figure on page 4-40
show.true.acfpacf(model=list(ma=c(1, -0.95)))

# -----------------------------------------------------------------------------------
# code for figure on page 4-41
iden.sim(model=list(ma=c(0.78, 0.2)),realization.size=75)
# -----------------------------------------------------------------------------------
# code for figure on page 4-42
iden.sim(model=list(ma=c(0.78, 0.2)),realization.size=300)
# -----------------------------------------------------------------------------------
# code for figure on page 4-43
iden.sim(model=list(ma=c(1, -0.95)),realization.size=75)
# -----------------------------------------------------------------------------------
# code for figure on page 4-44
iden.sim(model=list(ma=c(1, -0.95)),realization.size=300)