inst/ModuleExamples/ModualExamples05/Segment1_M5.R

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

#------------------------------------------------------------------------
#Module 5 Segment 1
#------------------------------------------------------------------------

library("RTseries")
# -----------------------------------------------------------------------------------
# code for figure on page 5-5
plot(arima.sim(n=250, model=list(ar=0.90)),
     ylab="")

# -----------------------------------------------------------------------------------
# code for figure on page 5-6
plot(arima.sim(n=250, model=list(ar=-0.90)),
     ylab="")

# -----------------------------------------------------------------------------------
# code for figure on page 5-8
show.true.acfpacf(model=list(ar=0.95, ma = 0))

# -----------------------------------------------------------------------------------
# code for figure on page 5-9
show.true.acfpacf(model=list(ar=-0.95, ma = 0))
# -----------------------------------------------------------------------------------
# code for figure on page 5-10
iden.sim(model=list(ar=c(0.95)),realization.size=75)

# -----------------------------------------------------------------------------------
# code for figure on page 5-11
iden.sim(model=list(ar=c(0.95)),realization.size=300)
# -----------------------------------------------------------------------------------
# code for figure on page 5-12
iden.sim(model=list(ar=c(-0.95)),realization.size=75)
# -----------------------------------------------------------------------------------
# code for figure on page 5-13
iden.sim(model=list(ar=c(-0.95)),realization.size=300)