| % File src/library/datasets/man/AirPassengers.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2007 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{AirPassengers} |
| \docType{data} |
| \alias{AirPassengers} |
| \title{Monthly Airline Passenger Numbers 1949-1960} |
| \description{ |
| The classic Box & Jenkins airline data. Monthly totals of |
| international airline passengers, 1949 to 1960. |
| } |
| \usage{AirPassengers} |
| \format{ |
| A monthly time series, in thousands. |
| } |
| \source{ |
| Box, G. E. P., Jenkins, G. M. and Reinsel, G. C. (1976) |
| \emph{Time Series Analysis, Forecasting and Control.} |
| Third Edition. Holden-Day. Series G. |
| } |
| \examples{ |
| \dontrun{ |
| ## These are quite slow and so not run by example(AirPassengers) |
| |
| ## The classic 'airline model', by full ML |
| (fit <- arima(log10(AirPassengers), c(0, 1, 1), |
| seasonal = list(order = c(0, 1, 1), period = 12))) |
| update(fit, method = "CSS") |
| update(fit, x = window(log10(AirPassengers), start = 1954)) |
| pred <- predict(fit, n.ahead = 24) |
| tl <- pred$pred - 1.96 * pred$se |
| tu <- pred$pred + 1.96 * pred$se |
| ts.plot(AirPassengers, 10^tl, 10^tu, log = "y", lty = c(1, 2, 2)) |
| |
| ## full ML fit is the same if the series is reversed, CSS fit is not |
| ap0 <- rev(log10(AirPassengers)) |
| attributes(ap0) <- attributes(AirPassengers) |
| arima(ap0, c(0, 1, 1), seasonal = list(order = c(0, 1, 1), period = 12)) |
| arima(ap0, c(0, 1, 1), seasonal = list(order = c(0, 1, 1), period = 12), |
| method = "CSS") |
| |
| ## Structural Time Series |
| ap <- log10(AirPassengers) - 2 |
| (fit <- StructTS(ap, type = "BSM")) |
| par(mfrow = c(1, 2)) |
| plot(cbind(ap, fitted(fit)), plot.type = "single") |
| plot(cbind(ap, tsSmooth(fit)), plot.type = "single") |
| }} |
| \keyword{datasets} |