时间序列例子
- 1、下载文档前请自行甄别文档内容的完整性,平台不提供额外的编辑、内容补充、找答案等附加服务。
- 2、"仅部分预览"的文档,不可在线预览部分如存在完整性等问题,可反馈申请退款(可完整预览的文档不适用该条件!)。
- 3、如文档侵犯您的权益,请联系客服反馈,我们会尽快为您处理(人工客服工作时间:9:00-18:30)。
yield<-c(15.2,16.9,15.3,14.9,15.7,15.1,16.7) > yield<-ts(yield,start = 1884)
> plot(yield)
plot(yield,type="p")
plot(yield,type = "o")
plot(yield,type = "h")
plot(yield,type = "o",pch=17)
plot(yield,lty=2)
> plot(yield,lwd=2)
> plot(yield,main ='1884-1890',xlab ='年份',ylab='产量')
plot(yield)
> abline(v=1887,lty=2)
> plot(yield)
> abline(v=c(1885,1889),lty=2)
> plot(yield)
> abline(h=c(15.5,16.5),lty=2)
> library(TSA)
> data(oil.price) p88 石油价格时间序列
> oil.price
Jan Feb Mar Apr May Jun Jul Aug Sep Oc t Nov Dec
1986 22.93 15.45 12.61 12.84 15.38 13.43 11.58 15.10 14.87 14.90 15.22 16.11
1987 18.65 17.75 18.30 18.68 19.44 20.07 21.34 20.31 19.53 19.86 18.85 17.27
1988 17.13 16.80 16.20 17.86 17.42 16.53 15.50 15.52 14.54 13.77 14.14 16.38
1989 18.02 17.94 19.48 21.07 20.12 20.05 19.78 18.58 19.59 20.10 19.86 21.10
1990 22.86 22.11 20.39 18.43 18.20 16.70 18.45 27.31 33.51 36.04 32.33 27.28
1991 25.23 20.48 19.90 20.83 21.23 20.19 21.40 21.69 21.89 23.23 22.46 19.50
1992 18.79 19.01 18.92 20.23 20.98 22.38 21.77 21.34 21.88 21.68 20.34 19.41
1993 19.03 20.09 20.32 20.25 19.95 19.09 17.89 18.01 17.50 18.15 16.61 14.51
1994 15.03 14.78 14.68 16.42 17.89 19.06 19.65 18.38 17.45 17.72 18.07 17.16
1995 18.04 18.57 18.54 19.90 19.74 18.45 17.32 18.02 18.23 17.43 17.99 19.03
1996 18.85 19.09 21.33 23.50 21.16 20.42 21.30 21.90 23.97 24.88 23.70 25.23
1997 25.13 22.18 20.97 19.70 20.82 19.26 19.66 19.95 19.80 21.32 20.19 18.33
> head(oil.price)
[1] 22.93 15.45 12.61 12.84 15.38 13.43
> tail(oil.price)
[1] 64.98 65.59 62.26 58.32 59.41 65.48
> plot(oil.price)
as.vector(oil.price)
[1] 22.93 15.45 12.61 12.84 15.38 13.43 11.58 15.10 14.87 14.90 15.22 16.11 18.65 17.75 18.30 18.68 19.44 20.07 21.3 4
[20] 20.31 19.53 19.86 18.85 17.27 17.13 16.80 16.20 17.86 17.42 16.53 15.50 15.52 14.54 13.77 14.14 16.38 18.02 17.9 4
[39] 19.48 21.07 20.12 20.05 19.78 18.58 19.59 20.10 19.86 21.10 22.86 22.11 20.39 18.43 18.20 16.70 18.45 27.31 33.5 1
[58] 36.04 32.33 27.28 25.23 20.48 19.90 20.83 21.23 20.19 21.40 21.69 21.89 23.23 22.46 19.50 18.79 19.01 18.92 20.2 3
[77] 20.98 22.38 21.77 21.34 21.88 21.68 20.34 19.41 19.03 20.09 20.32 20.25 19.95 19.09 17.89 18.01 17.50 18.15 16.6 1
[96] 14.51 15.03 14.78 14.68 16.42 17.89 19.06 19.65 18.38 17.45 17.72 18.07 17.16 18.04 18.57 18.54 19.90 19.74 18.4 5
[115] 17.32 18.02 18.23 17.43 17.99 19.03 18.85 19.09 21.3 3 23.50 21.16 20.42 21.30 21.90 23.97 24.88 23.70 25.23 25.
13