AirPassengers
Monthly Airline Passenger Numbers 1949-1960
The classic Box & Jenkins airline data. Monthly totals of international airline passengers, 1949 to 1960.
- Keywords
- datasets
Usage
AirPassengers
Format
A monthly time series, in thousands.
Examples
library(datasets)
# NOT RUN {
## These are quite slow and so not run by example(AirPassengers)
## The classic 'airline model', by full ML
(fit <- arima(log10(AirPassengers), c(0, 1, 1),
seasonal = list(order = c(0, 1, 1), period = 12)))
update(fit, method = "CSS")
update(fit, x = window(log10(AirPassengers), start = 1954))
pred <- predict(fit, n.ahead = 24)
tl <- pred$pred - 1.96 * pred$se
tu <- pred$pred + 1.96 * pred$se
ts.plot(AirPassengers, 10^tl, 10^tu, log = "y", lty = c(1, 2, 2))
## full ML fit is the same if the series is reversed, CSS fit is not
ap0 <- rev(log10(AirPassengers))
attributes(ap0) <- attributes(AirPassengers)
arima(ap0, c(0, 1, 1), seasonal = list(order = c(0, 1, 1), period = 12))
arima(ap0, c(0, 1, 1), seasonal = list(order = c(0, 1, 1), period = 12),
method = "CSS")
## Structural Time Series
ap <- log10(AirPassengers) - 2
(fit <- StructTS(ap, type = "BSM"))
par(mfrow = c(1, 2))
plot(cbind(ap, fitted(fit)), plot.type = "single")
plot(cbind(ap, tsSmooth(fit)), plot.type = "single")
# }
Community examples
j.e.fokkema@rug.nl
at
Feb 25, 2020
datasets
v3.6.2
j.e.fokkema@rug.nl
at
Feb 25, 2020
datasets
v3.6.2
jody14ab@student.cbs.dk
at
Mar 13, 2019
datasets
v3.5.3
aneeta.ochani@hotmail.com
at
Feb 11, 2018
datasets
v3.4.3
hdknoell@posteo.de
at
Dec 5, 2017
datasets
v3.4.3
hdknoell@posteo.de
at
Dec 5, 2017
datasets
v3.4.3