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用R做时间序列高人在哪 [推广有奖]

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wzheng007 发表于 2010-4-11 04:51:27 |AI写论文

300论坛币

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
下载链接: https://bbs.pinggu.org/a-602267.html

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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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· R语言精彩问答|主题: 828, 订阅: 16

沙发

wzheng007 发表于 2010-4-11 05:40:01

貌似60论坛币有点少，追加一倍，

藤椅

hehewin 发表于 2010-4-11 17:40:40

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。

板凳

wzheng007 发表于 2010-4-12 11:51:27

3# hehewin 那5倍够么？

报纸

wzheng007 发表于 2010-4-13 04:37:27

大侠们帮帮忙嘛，解出来的給300人民币，好不好？

地板

windlove 发表于 2010-4-13 09:32:50

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.

7楼

windlove 发表于 2010-4-13 09:35:25

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.

8楼

wzheng007 发表于 2010-4-13 13:09:19

7# windlove thank you, the question is these R functions i found cant match the formula i wanted,

9楼

windlove 发表于 2010-4-13 13:35:35

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.