What is the period?
320 330 340 350 360
CO2 in parts per million (ppm)
Mauna Loa Atmospheric CO2 Concentration
1960
1970
1980
Time, years
R-code
par(bg='yellow')
plot(co2,lwd=2,col=4,xlab='Time, years',ylab='CO2 in
parts per million (ppm)',
main='Mauna Lo
_ STAT 758, Spring 2012, Statistical Lab 2 _
Classical decomposition model (CDM),
IID sequences, White noises, Random walks, Linear filters,
ACF, Tests for Randomness
Goals:
Learn how to use
to (i) estimate cdm; (ii) generate iid sequences, white
noises,
_ STAT 758, Spring 2012, Statistical Lab 1 _
Getting started with
Goals:
Make yourself familiar with
-basics: be able to install the package at your home
computer, open the package, find help, load data, download/install additional
-packages,
save/load wo
_ STAT 758, Spring 2012, Statistical Lab 3 _
SIMULATING ARMA MODELS
Goals:
Learn how to use
to simulate AR, MA, and ARMA processes and
perform essential ARMA analysis.
Learn how to estimate ARMA and its essential characteristics.
Assignments:
1. Simulate
_ STAT 758, Spring 2012, Statistical Lab 4 _
FITTING AND FORECASTING ARIMA MODELS
Goals:
Learn how to use
Learn how to use
to fit ARIMA models to data.
to forecast ARMA time series.
Assignments:
Use the time series from your project.
1) Fit an ARIMA model
_ STAT 758, Spring 2012, Statistical Lab 5 _
Spectral analysis
Goals: Learn how to apply basic spectral analysis methods.
Assignments:
1. Simulate a trajectory from an AR(1) model of your choice, estimate its spectrum f(),
compare it to the theoretical sp