artfima (version 1.5)

nilemin: Nile Annual Minima, 622 AD to 1284 AD

Description

Annual Minimum flow of Nile River. See below for details.

Usage

data("nilemin")

Format

The format is: Time-Series [1:663] from 622 to 1284: 11.57 10.88 11.69 11.69 9.84 ... - attr(*, "title")= chr "#Nile River minima series"

Source

Toussoun, O. (1925). Memoire sur l'Histoire du Nil. In Memoires a l'Institut d'Egypte, 18, 366-404.

Details

The minimum annual level of the Nile has been recorded over many centuries and was given by Toussoun (1925). The data over the period 622 AD to 1284 AD is considered more homogenous and reliable than the full dataset and has been analyzed by Beran (1994) and Percival and Walden (2000). The complete dataset is available StatLib Datasets - see: hipel-mcleod archive, file: Minimum.

References

Beran, J. (1994). Statistics for Long-Memory Processes. Chapman and Hall, New York.

Percival, D.B. and Walden, A.T. (2000) Wavelet Methods for Time Series Analysis. Cambridge University Press.

Examples

data(nilemin)
artfima(nilemin, likAlg="Whittle")
## Not run: 
# #compare exact and Whittle using bestModel()
# start <- proc.time()[3]
# ans<-bestModel(nilemin)
# tot <- proc.time()[3]-start
# start <- proc.time()[3]
# ansW <- bestModel(nilemin, likAlg="Whittle")
# totW <- proc.time()[3]-start
# t <- c(tot, totW)
# names(t) <- c("exact", "Whittle")
# #compare times - about 100 seconds vs 3 seconds
# t
# #compare best models
# ans
# ansW
# #AIC/BIC scores similar but rankings to change.
# #ARTFIMA(0,0,0) is ranked best by both AIC and BIC
# #ARIMA(2,0,1) is ranked second best by both AIC and BIC
# #ARFIMA(0,0,0) is ranked 3rd by BIC and is not among top 5 by AIC
# ## End(Not run)