On this Picostat.com statistics page, you will find information about the AirPassengers data set which pertains to Monthly Airline Passenger Numbers 1949-1960. The AirPassengers data set is found in the datasets R package. You can load the AirPassengers data set in R by issuing the following command at the console data("AirPassengers"). This will load the data into a variable called AirPassengers. If R says the AirPassengers data set is not found, you can try installing the package by issuing this command install.packages("datasets") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the AirPassengers R data set. The size of this file is about 2,567 bytes.
Monthly Airline Passenger Numbers 1949-1960
The classic Box & Jenkins airline data. Monthly totals of
international airline passengers, 1949 to 1960.
A monthly time series, in thousands.
Box, G. E. P., Jenkins, G. M. and Reinsel, G. C. (1976)
Time Series Analysis, Forecasting and Control.
Third Edition. Holden-Day. Series G.
## Not run:
## These are quite slow and so not run by example(AirPassengers)## The classic 'airline model', by full ML
(fit <- 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 <- predict(fit, n.ahead = 24)
tl <- pred$pred - 1.96 * pred$se
tu <- 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 <- rev(log10(AirPassengers))
attributes(ap0) <- 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 <- log10(AirPassengers) - 2
(fit <- 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)
Dataset imported from https://www.r-project.org.