node14 Lab 7 - Building SARIMA Models STAT 510 - Applied Time Series Analysis

Node14 Lab 7 - Building SARIMA Models STAT 510 - Applied Time Series Analysis

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This is Google's cache of http://onlinecourses.science.psu.edu/stat510/node/14 . It is a snapshot of the page as it appeared on 21 Jul 2010 17:16:17 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 7 - Building SARIMA Models We will be going over the Australian hotel data ( motel.dat ). Use the following commands to read the data from the file and enter the number of rooms occupied into the variable nights. motel=read.table("motel.dat") nights=motel$V1 Plot the data and notice the seasonal and overall trend. Let's take a look then at the differenced data which should remove some of the overall trend but not the seasonal trend. What should be noticed is that after differencing there is an increasing spread for the data. It is, therefore, a good idea to take a logarithmic transform of the data. lnights=log(nights)
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This note was uploaded on 09/10/2010 for the course STAT 510 at Pennsylvania State University, University Park.

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Node14 Lab 7 - Building SARIMA Models STAT 510 - Applied Time Series Analysis

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