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ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
Registered S3 method overwritten by 'tsibble':
method from
as_tibble.grouped_df dplyr
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White noise
Random normal with mean 0 and variance 1.
\(w_t \sim N( \mu = 0, \sigma^2 = 1)\)
set.seed(30)
y <- tsibble(
sample = 1:50,
wn = rnorm(50),
index = sample)
y
y |> autoplot(wn) + labs(title = "White noise")
Moving average model.
\(y_t = w_t + phi * lag(w_t)\)
phi1 <- -0.9
phi2 <- 0.9
y_ma <- y |> mutate(wn_lag = lag(wn),
yt_ma1 = wn + phi1*wn_lag,
yt_ma2 = wn + phi2*wn_lag)
y_ma
Warning: Removed 1 row containing missing values or values outside the scale range
(`geom_line()`).
Warning: Removed 1 row containing missing values or values outside the scale range
(`geom_line()`).
y_ma |> ACF(wn) |> autoplot()
y_ma |> ACF(yt_ma1) |> autoplot()
y_ma |> ACF(yt_ma2) |> autoplot()
