Checking for stationary in time series

Dear all,

1) Please fit appropriate models for the three data step by step.

2) You may also use  the auto.arima() function in R and it returns a best ARIMA model according to either AIC, AICc or BIC value. The function conducts a search over possible models within the order constraints provided. For example,

auto.arima(y, d=NA, D=NA, max.p=5, max.q=5,)

max.p: Maximum value of p;  max.q  Maximum value of q.

3) Alternatively if you want to choose the model yourself, use the arima() function in R (refer to  R for ARIMA pdf).

4)  Use diff () function to make data stationary.

5) The data LakeHuron used in R for ARIMA pdf can be found in R.

The assignment is due on next Friday, 27 March . Please submit a report online including R code and output. 

In addition, you may use the following R command

adf.test()

to test whether the data are stationary. The attached pdf document contains more details about adf.test.

But please note that before using  adf.test(), you have to use the following R command

library(tseries)

You should install it if your R does not have the package of tseries.

 

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