## ----opts,include=FALSE,cache=FALSE-------------------------------------- options( keep.source=TRUE, encoding="UTF-8" ) ## ----weather_data-------------------------------------------------------- x <- read.table(file="ann_arbor_weather.csv",header=1) ## ----str----------------------------------------------------------------- str(x) ## ----mean---------------------------------------------------------------- mu1 <- mean(x$Low,na.rm=TRUE) se1 <- sd(x$Low,na.rm=TRUE)/sqrt(length(!is.na(x$Low))) cat("mu1 =", mu1, ", se1 =", se1, "\n") ## ----weather_plot-------------------------------------------------------- plot(Low~Year,data=x,ty="l") ## ----arma---------------------------------------------------------------- arma11 <- arima(x$Low, order=c(1,0,1)) ## ----fitted-------------------------------------------------------------- arma11 ## ----names--------------------------------------------------------------- names(arma11) ## ----bits---------------------------------------------------------------- mu2 <- arma11$coef["intercept"] se2 <- sqrt(arma11$var.coef["intercept","intercept"]) cat("mu2 =", mu2, ", se2 =", se2, "\n") ## ----arma_diag----------------------------------------------------------- plot(arma11$resid) ## ----acf----------------------------------------------------------------- acf(arma11$resid,na.action=na.pass)