SeriesB2


Closing price of common stock, daily, June 29 1959 to June 30 1960


datasets

Comprehensive model building function for identification,
estimation and diagnostic checking for AR and subset AR models.
Two types of subset AR models are supported.  One family of
subset AR models, denoted by ARp, is formed by taking subet of
the original AR coefficients and in the other, denoted by ARz,
subsets of the partial autocorrelations are used. The main
advantage of the ARz model is its applicability to very large
order models.

A.I. McLeod

FitAR

Subset AR Model Fitting

SeriesB2 function

The format is:
 num [1:255] 445 448 450 447 451 453 454 454 459 440 ...

Format

Box and Jenkins (1970).  Time Series Analysis.

SeriesB2: IBM Stock Prices, 2nd series

Description

Usage

Arguments

Format

Source

Examples