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Unformatted text preview: Changyue Lu Third try: 3.27see back of first page. 3.31 sarima(gnpgr, 1, 0, 0) Changyue Lu 3.32 > arima(diff(log(oil)),order=c(2,0,2)) Call: arima(x = diff(log(oil)), order = c(2, 0, 2)) Coefficients: ar1 ar2 ma1 ma2 intercept 0.3234 0.4806 0.1259 0.6168 0.0017 s.e. 0.1445 0.0943 0.1385 0.0990 0.0026 sigma^2 estimated as 0.002098: log likelihood = 905.41, aic = 1798.82 > arima(diff(log(oil)),order=c(1,0,1)) Changyue Lu There are departures from normality at the tails of the QQ plot due to extreme outliers somewhere in the middle of the original data. Changyue Lu...
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 Spring '08
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