EVOLUTION-MANAGER

Edit File: AirPassengers.html

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<table width="100%" summary="page for AirPassengers {datasets}"><tr><td>AirPassengers {datasets}</td><td style="text-align: right;">R Documentation</td></tr></table>

<h2>Monthly Airline Passenger Numbers 1949-1960</h2>

<h3>Description</h3>

<p>The classic Box &amp; Jenkins airline data.  Monthly totals of
international airline passengers, 1949 to 1960.
</p>

<h3>Usage</h3>

<pre>AirPassengers</pre>

<h3>Format</h3>

<p>A monthly time series, in thousands.
</p>

<h3>Source</h3>

<p>Box, G. E. P., Jenkins, G. M. and Reinsel, G. C. (1976)
<em>Time Series Analysis, Forecasting and Control.</em>
Third Edition. Holden-Day. Series G.
</p>

<h3>Examples</h3>

<pre>
## Not run: 
## These are quite slow and so not run by example(AirPassengers)

## The classic 'airline model', by full ML
(fit &lt;- arima(log10(AirPassengers), c(0, 1, 1),
              seasonal = list(order = c(0, 1, 1), period = 12)))
update(fit, method = "CSS")
update(fit, x = window(log10(AirPassengers), start = 1954))
pred &lt;- predict(fit, n.ahead = 24)
tl &lt;- pred$pred - 1.96 * pred$se
tu &lt;- pred$pred + 1.96 * pred$se
ts.plot(AirPassengers, 10^tl, 10^tu, log = "y", lty = c(1, 2, 2))

## full ML fit is the same if the series is reversed, CSS fit is not
ap0 &lt;- rev(log10(AirPassengers))
attributes(ap0) &lt;- attributes(AirPassengers)
arima(ap0, c(0, 1, 1), seasonal = list(order = c(0, 1, 1), period = 12))
arima(ap0, c(0, 1, 1), seasonal = list(order = c(0, 1, 1), period = 12),
      method = "CSS")

## Structural Time Series
ap &lt;- log10(AirPassengers) - 2
(fit &lt;- StructTS(ap, type = "BSM"))
par(mfrow = c(1, 2))
plot(cbind(ap, fitted(fit)), plot.type = "single")
plot(cbind(ap, tsSmooth(fit)), plot.type = "single")

## End(Not run)</pre>

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