AirPassengers

From datasets v3.6.2 by R-core R-core@R-project.org

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")
# }

Documentation reproduced from package datasets, version 3.6.2, License: Part of R 3.6.2

Community examples

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