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用R做时间序列 高人在哪 [推广有奖]

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下列数据是从1980年一月到1995年7月的澳大利亚酒水销售量,数据给出了每个月的 白酒和红酒销售的数目。问题1,怎么确定ARIMA模型(用R~~~)用白酒和红酒分别建模
问题2,estimate  spectral density function to determine periodic properties of these series
问题3, estimate Cross-correlation function and cross-spectral density function to determine how these two series are inter related.

请把答案发送至shaneq007@gmail.com邮箱,谢谢

回答得好有追加哦

finaldata.txt

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关键词:时间序列 correlation Properties determine function 时间 序列 高人

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windlove 发表于6楼  查看完整内容

Australian Red wine data is a very typical data on time series of seasonal variation. Actually I posted a lecture notes used in my UG study, there was an example about this data in R. U can find that lecture note here.

windlove 发表于7楼  查看完整内容

I think only ARIMA model available in that lecture notes, as it's an applied course. For spectral analysis I think you can find functions in R itself.

windlove 发表于9楼  查看完整内容

for the arima model, the formula should be determined by looking at the ACF, PACF, and lag difference time series. arima( order = P D Q, seasonal order = p d q) as I remembered, the arima should look like this. But You have to determine those orders by your self.

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沙发
wzheng007 发表于 2010-4-11 05:40:01 |只看作者 |坛友微信交流群
貌似60论坛币有点少,追加一倍,

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藤椅
hehewin 发表于 2010-4-11 17:40:40 |只看作者 |坛友微信交流群
哈哈。问题是你得价格低了很多。不是这个一两倍所决定的
[img]来自南国,凤凰树下。

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板凳
wzheng007 发表于 2010-4-12 11:51:27 |只看作者 |坛友微信交流群
3# hehewin 那5倍够么?

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报纸
wzheng007 发表于 2010-4-13 04:37:27 |只看作者 |坛友微信交流群
大侠们帮帮忙嘛, 解出来的給300人民币,好不好?

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地板
windlove 发表于 2010-4-13 09:32:50 |只看作者 |坛友微信交流群
Australian Red wine data is a very typical data on time series of seasonal variation.

Actually I posted a lecture notes used in my UG study, there was an example about this data in R.

U can find that lecture note here.

使用道具

7
windlove 发表于 2010-4-13 09:35:25 |只看作者 |坛友微信交流群
I think only ARIMA model available in that lecture notes, as it's an applied course.

For spectral analysis I think you can find functions in R itself.

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8
wzheng007 发表于 2010-4-13 13:09:19 |只看作者 |坛友微信交流群
7# windlove thank you, the question is these R functions i found cant match the formula i wanted,

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9
windlove 发表于 2010-4-13 13:35:35 |只看作者 |坛友微信交流群
for the arima model, the formula should be determined by looking at the ACF, PACF, and lag difference time series.

arima( order = P D Q, seasonal order =  p d q)

as I remembered, the arima should look like this.

But You have to determine those orders by your self.

使用道具

10
mandaisy 发表于 2010-4-13 15:55:36 |只看作者 |坛友微信交流群
It's nice that you guys talked in English.

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