FitAR (version 1.94)

SeriesA: Series A, Chemical Process Concentration Readings

Description

Chemical process concentration readings for every 2 hours.

Usage

data(SeriesA)

Format

ts object with attribute "title"

Source

Box and Jenkins (1970). Time Series Analysis: Forecasting and Control.

Details

Box and Jenkins (1970) fit an ARMA(1,1) and ARIMA(0,1,1) to this series. Cleveland(1971) suggested a subset AR(1,2,7). McLeod and Zhang (2006) fit a subset ARz(1,2,6,7) parameterized with the partial autocorrelations.

References

Cleveland, W.S. (1971) The inverse autocorrelations of a time series and their applications. Technometrics 14, 277-298.

McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.

Examples

data(SeriesA)
#fit subset models
FitAR(SeriesA, c(1,2,7), ARModel="ARp")
FitAR(SeriesA, c(1,2,6,7), ARModel="ARz")