###
Statistics 6871 - Time Series
### Lab 5
### Two more examples of fitting ARIMA models.
### Again note that Splus is case sensitive!
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# Overshot data from a filling station in Colorado.
# Load the data.
Oshots <-
rts(scan("I:\\Courswrk\\Stat\\esuess\\Stat6871\\Data_bd\\Oshorts.txt"))
ts.plot(Oshots, main="Overshots")
# Find a good ARIMA model for the data.
# Plot the ACF and PACF.
acf(Oshots)
acf(Oshots, type = "partial")
# Fit an AR(1) model and a MA(1) model, which model fits the data
better?
Oshots.ar1 <- ar(Oshots, order.max = 1)
Oshots.ma1 <- arima.mle(Oshots, model=list(order=c(0,0,1)),
n.cond = 2)