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.
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.
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.