सबसे पहले ये

R में ARIMA मॉडल्स

David Stoffer

Professor of Statistics at the University of Pittsburgh

मेरे बारे में

ch1_1.004.png

ch1_1.006.png

library(astsa)
plot(jj, main = "Johnson & Johnson Quarterly Earnings per Share", type = "c") 
text(jj, labels = 1:4, col = 1:4)

ch1_1.010.png

library(astsa)
plot(globtemp, main = "Global Temperature Deviations", type= "o")

ch1_1.013.png

library(xts)
plot(sp500w, main = "S&P 500 Weekly Returns")

ch1_1.016.png

Regression: $Y_i = \beta X_i + \epsilon_i$, जहाँ $\epsilon_i$ white noise है

White Noise:

AutoRegression: $X_t = \phi X_{t-1} + \epsilon_t \ $ ($\epsilon_t$ white noise है)

Moving Average: $\epsilon_t = W_t + \theta W_{t-1} \ $ ($W_t$ white noise है)

ARMA: $X_t = \phi X_{t-1} + W_t + \theta W_{t-1} \ $

R में ARIMA मॉडल्स