{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

node13 Lab 6 - Building ARIMA Models STAT 510 - Applied Time Series Analysis

Node13 Lab 6 - Building ARIMA Models STAT 510 - Applied Time Series Analysis

Info icon This preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
This is Google's cache of http://onlinecourses.science.psu.edu/stat510/node/13 . It is a snapshot of the page as it appeared on 29 Aug 2010 13:01:22 GMT. The current page could have changed in the meantime. Learn more Text-only version STAT 510 - Applied Time Series Analysis ANGEL Department of Statistics Eberly College of Science Home Lab 6 - Building ARIMA Models 1) In this lab, we will learn how to do maximum likelihood estimation for time series using R. We will start with a data set that we have used frequently, the Berkeley average yearly temperature data set ( berkeley.dat ). Download and input the data with the following commands: berk=scan("berkeley.dat",what=list(double(0),double(0),double(0))) berkeley=ts(berk[[2]]) Let's remind ourselves of the data. Create the ACF, the PACF, and a plot of the data. Recall that the data is non-stationary, but we can obtain approximately stationary data by differencing the time series. Use dberk=diff(berkeley) and look at the plot of the data, the ACF and the PACF.
Image of page 1

Info icon This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern