The R Project SVN R

Rev

Rev 18718 | Show entire file | Ignore whitespace | Details | Blame | Last modification | View Log | RSS feed

Rev 18718 Rev 20445
Line 1... Line 1...
1 
library(ts)
 1 
library(ts)
- 
 
 2 
.proctime00 <- proc.time()
- 
 
 3 
 
2 
### ar
 4 
### ar
3 
data(lh)
 5 
data(lh)
4 
ar(lh)
 6 
ar(lh)
5 
ar(lh, method = "burg")
 7 
ar(lh, method = "burg")
6 
ar(lh, method = "ols")
 8 
ar(lh, method = "ols")
Line 117... Line 119...
117 
ap <- log10(AirPassengers) - 2
 119 
ap <- log10(AirPassengers) - 2
118 
(fit <- StructTS(ap, type= "BSM"))
 120 
(fit <- StructTS(ap, type= "BSM"))
119 
par(mfrow=c(1,2))
 121 
par(mfrow=c(1,2))
120 
plot(cbind(ap, fitted(fit)), plot.type = "single")
 122 
plot(cbind(ap, fitted(fit)), plot.type = "single")
121 
plot(cbind(ap, tsSmooth(fit)), plot.type = "single")
 123 
plot(cbind(ap, tsSmooth(fit)), plot.type = "single")
- 
 
 124 
 
- 
 
 125 
cat('Time elapsed: ', proc.time() - .proctime00,'\n')