### Name: AirPassengers ### Title: Monthly Airline Passenger Numbers 1949-1960 ### Aliases: AirPassengers ### Keywords: datasets ### ** Examples ## Not run: ##D ## These are quite slow and so not run by example(AirPassengers) ##D ##D ## The classic 'airline model', by full ML ##D (fit <- arima(log10(AirPassengers), c(0, 1, 1), ##D seasonal = list(order=c(0, 1 ,1), period=12))) ##D update(fit, method = "CSS") ##D update(fit, x=window(log10(AirPassengers), start = 1954)) ##D pred <- predict(fit, n.ahead = 24) ##D tl <- pred$pred - 1.96 * pred$se ##D tu <- pred$pred + 1.96 * pred$se ##D ts.plot(AirPassengers, 10^tl, 10^tu, log = "y", lty = c(1,2,2)) ##D ##D ## full ML fit is the same if the series is reversed, CSS fit is not ##D ap0 <- rev(log10(AirPassengers)) ##D attributes(ap0) <- attributes(AirPassengers) ##D arima(ap0, c(0, 1, 1), seasonal = list(order=c(0, 1 ,1), period=12)) ##D arima(ap0, c(0, 1, 1), seasonal = list(order=c(0, 1 ,1), period=12), ##D method = "CSS") ##D ##D ## Structural Time Series ##D ap <- log10(AirPassengers) - 2 ##D (fit <- StructTS(ap, type= "BSM")) ##D par(mfrow=c(1,2)) ##D plot(cbind(ap, fitted(fit)), plot.type = "single") ##D plot(cbind(ap, tsSmooth(fit)), plot.type = "single") ## End(Not run)