inst/ModuleExamples/ModualExamples12/FinancialTimesIndex/FTindex.R
In wqmeeker/RTseries: Interactive Time Series Analysis Tools
FTindexReg<- read.csv("http://www.public.iastate.edu/~wqmeeker/anonymous/Stat451_data/FinancialTimesIndex.csv")
FTindex.ts <- ts(FTindexReg$FTindex,frequency=4,start=c(1954,2))
FTindex.arima.out <- arima(FTindex.ts, order=c(0,1,1))
tsdiag(FTindex.arima.out)
acf(residuals(FTindex.arima.out))
qqnorm(residuals(FTindex.arima.out))
predict(FTindex.arima.out, n.ahead=24)
wqmeeker/RTseries documentation built on Dec. 31, 2022, 10 a.m.
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FTindexReg<- read.csv("http://www.public.iastate.edu/~wqmeeker/anonymous/Stat451_data/FinancialTimesIndex.csv")
FTindex.ts <- ts(FTindexReg$FTindex,frequency=4,start=c(1954,2))
FTindex.arima.out <- arima(FTindex.ts, order=c(0,1,1))
tsdiag(FTindex.arima.out)
acf(residuals(FTindex.arima.out))
qqnorm(residuals(FTindex.arima.out))
predict(FTindex.arima.out, n.ahead=24)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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