Series A, Chemical Process Concentration Readings
Chemical process concentration readings for every 2 hours.
data(SeriesA)
ts object with attribute "title"
Box and Jenkins (1970) fit an ARMA(1,1) and ARIMA(0,1,1) to this series. Cleveland(1971) suggested a subset AR(1,2,7). McLeod and Zhang (2006) fit a subset ARz(1,2,6,7) parameterized with the partial autocorrelations.
Box and Jenkins (1970). Time Series Analysis: Forecasting and Control.
Cleveland, W.S. (1971) The inverse autocorrelations of a time series and their applications. Technometrics 14, 277-298.
McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.
data(SeriesA) #fit subset models FitAR(SeriesA, c(1,2,7), ARModel="ARp") FitAR(SeriesA, c(1,2,6,7), ARModel="ARz")
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