Purchase Solution

AirPassengers time series analysis with R

Not what you're looking for?

Ask Custom Question

The data file contains the monthly total international airline passengers bookings (in thousands) from January 1949 to December 1960. The data are available as a time series in R under the variable AP.
Do an exhaustive analysis of the data and give the R code used for each step:
Describe the trend, seasonality, and irregular components of the time series. Plot the ACF and PACF. Does the time series have a constant variance, suggest a transformation and give the R code to plot the transformation, and the ACF and PACF of the transformed time series.
What is the model and how to save the residuals? Do the residuals appear to be white noise? Also, determine d and D in the ARIMA (p,d,q) (P,D,Q) model...
Plot the residuals and the ACF and PACF of the residuals. Report the formula with the estimated parameters for the model. Test each parameter for statistical significance. ..
... Finally, forecast the chosen model one season into the future using the fitted model.
Please do not forget the R code used for each step.

Purchase this Solution
Solution Summary

Here we analyse time series data of air passengers in R by modelling as a combination of sinusoidal.

Solution Preview

Here is the list of operations being carried out in the attached .R file:

dcomposition in trend, seasonal and ...

Solution provided by:
Amrit Lal Ahuja, PhD (IP)
Education
  • BEng, Allahabad University, India
  • MSc , Pune University, India
  • PhD (IP), Pune University, India
Recent Feedback
  • " In question 2, you incorrectly add in the $3.00 dividend that was just paid to determine the value of the stock price using the dividend discount model. In question 4 response, it should have also been recognized that dividend discount models are not useful if any of the parameters used in the model are inaccurate. "
  • "feedback: fail to recognize the operating cash flow will not begin until the end of year 3."
  • "Answer was correct"
  • "Great thanks"
  • "Perfect solution..thank you"
Purchase this Solution
Free BrainMass Quizzes
Measures of Central Tendency

This quiz evaluates the students understanding of the measures of central tendency seen in statistics. This quiz is specifically designed to incorporate the measures of central tendency as they relate to psychological research.

Measures of Central Tendency

Tests knowledge of the three main measures of central tendency, including some simple calculation questions.

Know Your Statistical Concepts

Each question is a choice-summary multiple choice question that presents you with a statistical concept and then 4 numbered statements. You must decide which (if any) of the numbered statements is/are true as they relate to the statistical concept.

Terms and Definitions for Statistics

This quiz covers basic terms and definitions of statistics.

View More Free Quizzes
Related BrainMass Solutions

  • Time Series Analysis and Random Processes

    450881 Time Series Analysis and Random Processes Question 1: Simulate a completely random process of length 48 with independent, normal values. Plot the time series plot. Does it look "random"?

  • A problem on Regression analysis

    For each graph, provide a trend line, fixed cost, variable cost, and R-square statistic. 3. (6 pts.) Nine time series lines 4. (3 pts.) Summary table 5. (3 pts.)

  • Develop a state space model of a current-fed series RC circuit.

    I graphed V fem ( source of voltage ) as a step signal with V condenser, V resistance and I. As you can see with the model, the higher the value of R is, the longer the time for intensity to drop and the longer the time for Condenser saturation.

  • Multiple Regression Analysis, Time Series Analysis

    The solution provides a multiple regression analysis, and time series analysis.

  • quantitative forecasting

    So the trend is increasing but the series is not stationary. The analysis is performed below: Regression Analysis r² 0.892 n 80 r 0.945 k 1 Std. Error 99.529 Dep. Var.

  • Time Series for Apple, Inc

    Seasonal Variation Trend Analysis Based on the time series (original data) graph, describe the time series (i.e. before de-seasonalizing). On the same graph as (a) graph the de-seasonalized time series.

  • Time series analysis

    88741 8044 11.03 0.000 Time 5362.6 341.9 15.68 0.000 S = 24961.6 R-Sq = 86.6% R-Sq(adj) = 86.3% Analysis of Variance Source DF SS MS F P Regression 1 1.53279E

  • Moving average in Mega Stat

    [Use Megastat or MS Excel, TOOLS, DATA ANALYSIS, MOVING AVERAGE function to determine the moving average and to chart the series. Center the moving average series to the original series.

  • RL/RC Circuits

    17113 RL/RC Circuits A series RL circuit with L = 3.00 H and a series RC circuit with C = 3.00 have equal time constants. If the two circuits contain the same resistance R, (a) What is the value of R and (b) What is the time constant?

View More Related Solutions