应用时间序列分析第三、四章代码

#unit3
library("timeSeries")
#例3-1
x1<-arima.sim(n=100,list(ar=0.8))
x3<-arima.sim(n=100,list(ar=c(1,-0.5)))
e<-rnorm(100)
x2<-filter(e,filter = -1.1,method = "recursive")
x4<-filter(e,filter = c(1,0.5),method = "recursive")
ts.plot(x1)
ts.plot(x2)
ts.plot(x3)
ts.plot(x4)

#例3-5 
x1<-arima.sim(n=1000,list(ar=0.8))
x2<-arima.sim(n=1000,list(ar=-0.8))
x3<-arima.sim(n=1000,list(ar=c(1,-0.5)))
x4<-arima.sim(n=1000,list(ar=c(-1,-0.5)))
acf(x1)
acf(x2)
acf(x3)
acf(x4)

#例3-5 续
#par(mfcol=c(2,2)) 
pacf(x1)
pacf(x2)
pacf(x3)
pacf(x4)

#例3-6
#par(mfcol=c(2,2)) 
x1<-arima.sim(n=1000,list(ma=-2))
x2<-arima.sim(n=1000,list(ma=-0.5))
x3<-arima.sim(n=1000,list(ma=c(-4/5,16/25)))
x4<-arima.sim(n