inst/ModuleExamples/ModualExamples09/Simulated_B_M9.R

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

library("RTseries")
# -----------------------------------------------------------------------------------
# code for figure on page 9-59
iden(simnsb.tsd, d = 1)

# -----------------------------------------------------------------------------------
# code for figure on page 9-60
iden(simnsb.tsd, d = 1 ,seasonal =12, D=1)

# -----------------------------------------------------------------------------------
# code for figure on page 9-61
esti(simnsb.tsd, gamma=1, model=model.pdq(d=1, q=1, period = 12))

# -----------------------------------------------------------------------------------
# code for figure on page 9-62
esti(simnsb.tsd, gamma=1, model=model.pdq(d=1, q=1, D=1, Q=1, period = 12))
# -----------------------------------------------------------------------------------