基于R-时间序列分析建模过程（模型识别、显著性检验、参数估计、预测等）

 #模型识别
自相关、偏自相关方法
x<-read.table("E:/A1_8.csv",sep=",",header=T)
overshort <- ts(x$overshort)
x<-x$overshort
plot(overshort)
par(mfrow=c(3,1));
acf(overshort)
pacf(overshort)

#最优子集法
library(TSA)
overshort<-armasubsets(y=overshort,nar=10,nma=10,ar.method="ols")
plot(overshort)

#EACF法
x<-read.table("E:/A1_8.csv",sep=",",header=T)
overshort <- ts(x$overshort)
x<-x$overshort
library(TSA)
eacf(overshort)

#基于AIC,AIC或BIC的最佳模型法
library(forecast)
auto.arima(overshort,ic = "bic")

  #参数估计（矩估计、极大似然估计、最小二乘估计）
overshort<-arima(x,order=c(0,0,1),method="CSS-ML")
overshort

   #显著性检验()
library(aTSA)
ts.diag(overshort)
t<-abs(overshort$coef)/sqrt(diag(overshort$var.coef))
pt(t,length(overshort)-length(overshort$coef),lower.tail=F)

   #模型预测
library(forecast)
overshort<-arima(x)
overshort