Displaying 2 results from an estimated 2 matches for "tsdldata".
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tsdata
2012 Dec 04
4
partial analisys of a time series
...members
I want to analyze separately the months of a time series. In other words, I
want to plot and fit models for each month separately.
Taking the example of
http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html
births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat")
birthstimeseries <- ts(births, frequency=12, start=c(1946,1))
birthstimeseries
plot.ts(birthstimeseries)
birthstimeseriesHW <- HoltWinters(birthstimeseries)
plot(birthstimeseriesHW)
How to proceed the plotting and HoltWinters smoothing considereing only
Januarys, Feb...
2011 Oct 02
0
Arimax First-Order Transfer Function
...oping you can help me with a
problem I'm having. I'm trying to fit a first-order transfer function to an
ARIMA intervention analysis using the "arimax" function. The data was
obtained from McCleary & Hay (1980) (via Rob Hyndman's Time Series Library:
http://robjhyndman.com/tsdldata/data/schizo.dat). It has 120 time points
with an intervention occurring on the 60th unit. So far I've been able to
run a simple zero-order intervention model , which I've done like this:
Model1 <-arimax(x,order=c(0,1,1), xreg=Intv)
** where Intv <-as.matrix(c(rep(0,60),rep(1,60))) (...