inst/ModuleExamples/ModualExamples05/Segment3_M5.R

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

#------------------------------------------------------------------------
#Module 5 Segment 3
#------------------------------------------------------------------------

library("RTseries")
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# code for figure on page 5-26
show.true.acfpacf(model=list(ar=c(0.78, 0.2),ma = 0))
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# code for figure on page 5-27
show.true.acfpacf(model=list(ar=c(1, -0.95), ma = 0))

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# code for figure on page 5-28
iden.sim(model=list(ar=c(0.78, 0.2)),realization.size=75)
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# code for figure on page 5-29
iden.sim(model=list(ar=c(0.78, 0.2)),realization.size=300)

# -----------------------------------------------------------------------------------
# code for figure on page 5-30
iden.sim(model=list(ar=c(1, -0.95)),realization.size=75)
# -----------------------------------------------------------------------------------
# code for figure on page 5-31
iden.sim(model=list(ar=c(1, -0.95)),realization.size=300)
# -----------------------------------------------------------------------------------