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txt",sep=",",header=TRUE)
> data
> library(forecast)
Loading required package: tseries
Loading required package: quadprog
Loading required package: zoo
Attaching package:
zoo
package:base :
as.Date, as.Date.numeric
tseries
version: 0.10-27
tseries
See library(help="tseries")
for details.
package:stats :
decompose
> library(tseries)
> w2=as.matrix(data)
> adf.test(w1)
Error in NCOL(x) : object 'w1' not found
> adf.test(w2)
Augmented Dickey-Fuller Test
data: w2
Dickey-Fuller = -2.1992, Lag order = 4, p-value = 0.4939
alternative hypothesis: stationary
> auto.arima(w2)
Series: w2
ARIMA(1,1,1) with drift
Coefficients:
ar1
ma1
drift
0.2519 -0.7817 12.8872
s.e. 0.1385 0.0920 5.5471
sigma^2 estimated as 38150: log likelihood=-756.66
AIC=1521.32 AICc=1521.69 BIC=1532.23
>