A time series of the numbers of users connected to the Internet through a server every minute.
A time series of length 100.
Durbin, J. and Koopman, S. J. (2001) Time Series Analysis by State Space Methods. Oxford University Press. http://www.ssfpack.com/dkbook/
Makridakis, S., Wheelwright, S. C. and Hyndman, R. J. (1998) Forecasting: Methods and Applications. Wiley.
require(graphics) work <- diff(WWWusage) par(mfrow = c(2, 1)); plot(WWWusage); plot(work) ## Not run: require(stats) aics <- matrix(, 6, 6, dimnames = list(p = 0:5, q = 0:5)) for(q in 1:5) aics[1, 1+q] <- arima(WWWusage, c(0, 1, q), optim.control = list(maxit = 500))$aic for(p in 1:5) for(q in 0:5) aics[1+p, 1+q] <- arima(WWWusage, c(p, 1, q), optim.control = list(maxit = 500))$aic round(aics - min(aics, na.rm = TRUE), 2) ## End(Not run)
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