artfima (version 1.5)

ogden: Mean Annual St. Lawrence Riverflow

Description

Mean Annual unregulated riverflows of the St. Lawrence River at Ogdensburg, N.Y. from 1860 to 1957 is comprised of 97 consecutive observations.

Usage

data("ogden")

Format

The format is: Time-Series [1:97] from 1860 to 1956: 7788 8040 7733 7528 7528 ...

Source

Hipel, K.W. and McLeod, A.I., (1994, 2005). Time Series Modelling of Water Resources and Environmental Systems. Electronic reprint of our book orginally published in 1994. http://www.stats.uwo.ca/faculty/aim/1994Book/.

Details

Hipel and McLeod (1994, 2005) showed this time series could be adequately modelled using an AR(1).

Examples

data(ogden)
#compare fits of AR(1) and TFD
arima(ogden, order=c(1,0,0))
artfima(ogden) #this model has one more parameter

#Find AIC/BIC 3 best models. Takes about 10 sec
## Not run: 
# system.time(ans <- bestModels(ogden, nbest=3))
# summary(ans) #summary provides plausibility as well as scores
# ## End(Not run)