data (tcm)
r <- diff(tcm10y)
summary (r.arma <- arma (r, order = c(1, 0)))
summary (r.arma <- arma (r, order = c(2, 0)))
summary (r.arma <- arma (r, order = c(0, 1)))
summary (r.arma <- arma (r, order = c(0, 2)))
summary (r.arma <- arma (r, order = c(1, 1)))
plot (r.arma)
data (nino)
s <- nino3.4
summary (s.arma <- arma (s, order=c(20,0)))
summary (s.arma
<- arma (s, lag=list(ar=c(1,3,7,10,12,13,16,17,19),ma=NULL)))
acf (residuals(s.arma), na.action=na.remove)
pacf (residuals(s.arma), na.action=na.remove)
summary (s.arma
<- arma (s, lag=list(ar=c(1,3,7,10,12,13,16,17,19),ma=12)))
summary (s.arma
<- arma (s, lag=list(ar=c(1,3,7,10,12,13,16,17),ma=12)))
plot (s.arma)
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