AP=AirPassengersplot(AP)APts=ts(AP,frequency=12)decomp=decompose(APts)plot(decomp)acf(APts)pacf(APts)model.AP=arima(AP,c(2,0,0))model.APCall:arima(x
= AP, order = c(2, 0, 0))Coefficients: ar1 ar2 intercept 1.2831
-0.3322 280.4696s.e. 0.0786 0.0792 49.4423sigma^2 estimated as
995.9: log likelihood = -702.82, aic =
1413.64model.AP=arima(AP,c(2,1,0))model.APCall:arima(x = AP, order
= c(2, 1, 0))Coefficients: ar1 ar2 0.3815 -0.2279s.e. 0.0824
0.0834sigma^2 estimated as 977.6: log likelihood = -695.29, aic =
1396.59model.AP=arima(AP,c(2,0,1))model.APCall:arima(x = AP, order
= c(2, 0, 1))Coefficients: ar1 ar2 ma1 intercept 0.4994 0.4311
0.8562 282.4470s.e. 0.1192 0.1190 0.0765 60.4507sigma^2 estimated
as 942.4: log likelihood = -699.12, aic =
1408.25model.AP=arima(AP,c(2,2,0))model.APCall:arima(x = AP, order
= c(2, 2, 0))Coefficients: ar1 ar2 -0.2494 -0.2527s.e. 0.0834
0.0831sigma^2 estimated as 1422: log likelihood = -717.04, aic =
1440.08model.AP=arima(AP,c(2,0,2))model.APCall:arima(x = AP, order
= c(2, 0, 2))Coefficients: ar1 ar2 ma1 ma2 intercept 0.2532 0.6517
1.1374 0.2133 282.0220s.e. 0.1608 0.1470 0.1747 0.1346
56.4792sigma^2 estimated as 930.2: log likelihood = -698.17, aic =
1408.34model. AP =arima(AP,c(2,2,2))model.APCall:arima(x = AP,
order = c(2, 2, 2))Coefficients: ar1 ar2 ma1 ma2 -0.4633 0.1066
-0.1057 -0.8943s.e. 0.1065 0.0956 0.0658 0.0653sigma^2 estimated as
958.1: log likelihood = -691.33, aic =
1392.66model.AP=arima(AP,c(2,2,1))model.APCall:arima(x = AP, order
= c(2, 2, 1))Coefficients: ar1 ar2 ma1 0.3845 -0.2259 -1.0000s.e.
0.0828 0.0838 0.0177sigma^2 estimated as 980.3: log likelihood =
-692.94, aic =
1393.88model.AP=arima(AP,c(2,1,2))model.APCall:arima(x = AP, order
= c(2, 1, 2))Coefficients: ar1 ar2 ma1 ma2 0.3517 0.1887 -0.0806
-0.7218s.e. 0.1543 0.1501 0.1216 0.1143sigma^2 estimated as 887.2:
log likelihood = -688.7, aic =
1387.41model.AP=arima(AP,c(2,2,2))model.APCall:arima(x = AP, order
= c(2, 2, 2))Coefficients: ar1 ar2 ma1 ma2 -0.4633 0.1066 -0.1057
-0.8943s.e. 0.1065 0.0956 0.0658 0.0653sigma^2 estimated as 958.1:
log likelihood = -691.33, aic =
1392.66x=model.AP$residualsplot(x)tsdiag(model.AP)
