time w15.2.rmd

---
title: "15.2"
output: html_document
---
```{r}

v=scan(file="C:\\Users\\tsr\\Desktop\\·s¼W¸ê®Æ§¨\\w6.txt")
v
h1=arima(x = v,order=c(0,1,1))
h1
hh=h1[[8]]
hh=hh^2
acf(hh)
pacf(hh)
h2=arima(x = hh,order = c(2,0,0))
h2[1]

dd=data.frame()
dd[1,1]=h1$coef[1]
dd[1,2]=h1$var.coef[1,1]^(1/2)
dd[2,1]=h2$coef[1]
dd[2,2]=h2$var.coef[1,1]^(1/2)
dd[3,1]=h2$coef[2]
dd[3,2]=h2$var.coef[2,2]^(1/2)
colnames(dd)=c("coef","std")
rownames(dd)=c("£p1","£c1","£c2")

dd



```