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  3. ARIMA Models in R

Exercise

Data play

In the video, you saw various types of data. In this exercise, you will plot additional time series data and compare them to what you saw in the video. It is useful to think about how these time series compare to the series in the video. In particular, concentrate on the type of trend, seasonality or periodicity, and homoscedasticity.

Before you use a data set for the first time, you should use the help system to see the details of the data. For example, use help(AirPassengers) or ?AirPassengers to see the details of the series.

Instructions

100 XP
  • The packages astsa and xts are preloaded in your R environment.
  • Use help() to view the specifics of the AirPassengers data file.
  • Use plot() to plot the airline passenger data (AirPassengers) and compare it to a series you saw in the video.
  • Plot the DJIA daily closings (djia$Close) and compare it to a series you saw in the video.
  • Plot the Southern Oscillation Index (soi) and inspect it for trend, seasonality, and homoscedasticity.