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time.Rmd
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time.Rmd
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---
title: "time seriers 4.3"
output: html_document
---
```{r,echo=FALSE}
p1=arima.sim(n = 100, list(order=c(0,1,1),ma = -0.6))
w1=arima.sim(n = 100, list(order=c(0,0,1),ma = -0.6))
p2=rep(0,100)
h=w1+5
p2[1]=h[1]
for (i in 2:100){
p2[i]=h[i]+p2[i-1]
}
w2=w1+5
p3=arima.sim(n = 100, list(order=c(1,1,0),ar = 0.9))
w3=arima.sim(n = 100, list(order=c(1,0,0),ar = 0.9))
p4=arima.sim(n = 100, list(order=c(1,1,1),ar=0.9,ma = -0.5))
w4=arima.sim(n = 100, list(order=c(1,0,1),ar=0.9,ma = -0.5))
ww=list(w1,w2,w3,w4)
pp=list(p1,p2,p3,p4)
for (i in 1:4){
ts.plot(pp[[i]],main=sprintf("第%s小題的圖",i))
ts.plot(ww[[i]],main=sprintf("第%s小題diff的圖",i))
kk=acf((pp[[i]]),main=sprintf("第%s小題acf",i))
kk=kk$acf
colnames(kk)=sprintf("第%s小題acf",i)
print(kk)
kk=acf((ww[[i]]),main=sprintf("第%s小題 diff後acf",i))
kk=kk$acf
colnames(kk)=sprintf("第%s小題 diff後acf",i)
print(kk)
kk=pacf((pp[[i]]),main=sprintf("第%s小題pacf",i))
kk=kk$acf
colnames(kk)=sprintf("第%s小題pacf",i)
print(kk)
kk=pacf((ww[[i]]),main=sprintf("第%s小題diff後的pacf",i))
kk=kk$acf
colnames(kk)=sprintf("第%s小題diff後的pacf",i)
print(kk)
}
```
Note that the `echo = FALSE` parameter was added to the code chunk to prevent printing of the R code that generated the plot.