2018.10.09R-SARIMA学习
library(forecast)
library(tseries)
data(AirPassengers)
class(AirPassengers)
start(AirPassengers)
end(AirPassengers)
frequency(AirPassengers)
summary(AirPassengers)
tsair <- ts(AirPassengers, start=c(1949, 1), frequency=12)
tsair
tsair.subset<- window(tsair,start=c(1949,1),end=c(1960,6),frequency=12)
tsair.subset
plot(AirPassengers,ylab="AirPassengers")
plot(tsair.subset,ylab="AirPassengers")
plot(log(AirPassengers),ylab="log(AirPassengers)")
stl(tsair.subset, s.window="periodic", t.window=)#得到是取对数后的序列分解趋势季节随机组成
fit1 <- stl(tsair.subset, s.window="periodic", t.window=)
exp(fit1$time.series)#exp(fit$time.series)回到原序列
plot(fit1)
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