inst/ModuleExamples/ModualExamples05/Segment5_M5.R

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

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

library("RTseries")
# -----------------------------------------------------------------------------------
# -----------------------------------------------------------------------------------
# code for figure on page 5-42
show.true.acfpacf(model=list(ar=0.95, ma = -0.95))

# -----------------------------------------------------------------------------------
# code for figure on page 5-43
iden.sim(model=list(ar=0.95, ma = -0.95), realization.size=75)

# -----------------------------------------------------------------------------------
# code for figure on page 5-44
show.true.acfpacf(model=list(ar=-0.95, ma = 0.95))
# -----------------------------------------------------------------------------------
# code for figure on page 5-45
iden.sim(model=list(ar=-0.95, ma = 0.95), realization.size=75)
# -----------------------------------------------------------------------------------
# code for figure on page 5-46
show.true.acfpacf(model=list(ar=0.9, ma = 0.5))
# -----------------------------------------------------------------------------------
# code for figure on page 5-47
iden.sim(model=list(ar=0.9, ma = 0.5), realization.size=75)
# -----------------------------------------------------------------------------------
# code for figure on page 5-48
show.true.acfpacf(model=list(ar=-0.9, ma = -0.5))
# -----------------------------------------------------------------------------------
# code for figure on page 5-49
iden.sim(model=list(ar=-0.9, ma = -0.5), realization.size=75)