Statistics 207: Handouts

• Handout1: prob1_22.r prob1_22.ssc
• Handout2: prob1_23.r prob1_23.ssc

Chapter1 Examples

• detrending and differencing: jj.dat jj.r jj.ssc jj.s
• simulation: simdata.r simdata.ssc simdata.s
• ACF CCF soi and recruits: soi.dat recruits.dat soi.r soi.ssc soi.s
• smoothing: fig1_22.r fig1_22.ssc fig1_22.s fig1_23.r fig1_23.ssc fig1_23.s

• Handout3: solve.m solve.sci   These contain MATLAB and SCILAB code to solve polynomial.
• Handout4: sim.ssc     plot1.pdf plot2.pdf plot3.pdf plot4.pdf plot5.pdf plot6.pdf

Chapter2 Examples

• simulate an ARMA(1,1) model: arma_11.ssc
• fit an AR(p) model to the recruits data: recruit.dat recruits_ar.r recruits_ar.ssc
• fit an ARIMA(p,d,q)x(P,D,Q)s model to the production series: prod.dat production_sarma.r  production_sarma.ssc
• simulated long memory example: fracdiffsim.ssc fracdiffsim.r

Chapter 3 Examples

• generate three cycles: threecycles.ssc threecycles.r
• spectrum and coherence: recruit.dat soi.dat recruits.ssc recruits.r