regspec (version 2.7)

Travel data: Visits abroad by UK residents

Description

The Travel data in this package comprises of two data frames trav.qly and trav.mly. These contain quarterly figures from 2004 to 2010 and monthly figures from 2011 to 2013. They both show the number of UK residents making visits abroad.

Details

The data have been collected by the U.K.'s Office of National Statisitics (ONS) and are contained in the reference tables: Overseas Travel And Tourism, Q3 2013 and Monthly Overseas Travel and Tourism, April 2014. The original data files are no longer hosted on the main ONS webpages but, for the foreseeable future, ought to be accessible via the UK's National Archives https://webarchive.nationalarchives.gov.uk/ukgwa/20160105160709/http://www.ons.gov.uk/ons/index.html.

Examples

#
# This example estimates monthly values for UK residents leaving the
# country given historical quarterly values and some more recent
# monthly values. The hindcast function is just a wrapper for code that
# computes an approximate autocovariance function for the process and
# performs some matrix calculations to produce Kriging-type estimators.
#
qt <- 1:nrow(trav.qly)*3
mt <- 84+1:nrow(trav.mly)

#
# Approximately centre data
#

Nhigh <- 14
trav.mly2 <- trav.mly[1:Nhigh,3]-5200
mt <- mt[1:Nhigh]
trav.qly2 <- trav.qly[,3]-3*5200
#
# Construct a likely prior model
#
SARIMA0 <- list(ar=0.6, seasonal=list(period=12,sar=0.6), sigma2=60^2)

#
# Learn about the log-spectrum with regspec
#
adj1 <- regspec(D=trav.mly2, deltat=1, plot.log=TRUE, plot.pgram=TRUE,
	varmult=1, smthpar=0.8, SARIMA=SARIMA0, ylim=c(6,20),
	intname=" (months)")

adj2 <- regspec(D=trav.qly2, deltat=3, filter=c(1,1,1), ebeta=adj1$ebeta,
	vbeta=adj1$vbeta, plot.log=TRUE, ylim=c(6,20), SARIMA=SARIMA0,
	plot.pgram=FALSE, intname=" (months)")

#
# Compute a hindcast
#
predtimes <- 1:84

test <- hindcast(Dhigh=trav.mly2, hightimes=mt, Dlow=trav.qly2,
	lowtimes=qt, predtimes=predtimes, filter=c(1,1,1), ebeta=adj2$ebeta,
	vbeta=adj2$vbeta,SARIMA=SARIMA0)

test$hindcast <- test$hindcast+5200

#
# Plot hindcast
#

plot(qt, trav.qly[,3], xlim=range(0,qt,mt), type="o",
	ylim=range(0,trav.mly,trav.qly), xlab="", xaxt="n", ylab="Trips")

axyrs <- 2004:2012
axlabs <- axyrs

for(i in 1:length(axlabs)) {
	axlabs[i]<-paste(axyrs[i])
	}

axis(1, line=0, at=(1:41-1)*3, labels=FALSE)

text((1:length(axlabs)-1)*12, -1800, srt = 45, adj = 1,
	labels = axlabs, xpd = TRUE)

points(mt, trav.mly2+5200, type="o", cex=0.6)

abline(v=84, lty=2)

points(predtimes, test$hindcast, col=rgb(0.2,0.5,0.7),
	type="o", cex=0.6)

for(i in 1:length(predtimes)){
	lines(rep(predtimes[i], 2),
	test$hindcast[i]+3*c(-1,1)*test$var.hindcast[i,i]^0.5,
	col=rgb(0.2,0.5,0.7))
	}