# NOT RUN {
attach(beav2)
beav2$hours <- 24*(day-307) + trunc(time/100) + (time%%100)/60
plot(beav2$hours, beav2$temp, type = "l", xlab = "time",
ylab = "temperature", main = "Beaver 2")
usr <- par("usr"); usr[3:4] <- c(-0.2, 8); par(usr = usr)
lines(beav2$hours, beav2$activ, type = "s", lty = 2)
temp <- ts(temp, start = 8+2/3, frequency = 6)
activ <- ts(activ, start = 8+2/3, frequency = 6)
acf(temp[activ == 0]); acf(temp[activ == 1]) # also look at PACFs
ar(temp[activ == 0]); ar(temp[activ == 1])
arima(temp, order = c(1,0,0), xreg = activ)
dreg <- cbind(sin = sin(2*pi*beav2$hours/24), cos = cos(2*pi*beav2$hours/24))
arima(temp, order = c(1,0,0), xreg = cbind(active=activ, dreg))
library(nlme) # for gls and corAR1
beav2.gls <- gls(temp ~ activ, data = beav2, corr = corAR1(0.8),
method = "ML")
summary(beav2.gls)
summary(update(beav2.gls, subset = 6:100))
detach("beav2"); rm(temp, activ)
# }
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