library(astsa)
mod01 = arima.sim(200, model = list(ar = c(0.5)))
par(mfrow=c(1,1), mar=c(3,3,1,2)+.5, mgp=c(1.6,.6,0), pch=19)
plot(mod01, main=expression(paste("Modelo AR(1), ",theta[1],"= 0.5" )),xlab="", ylab=" ", type="b")
grid()
acf2(mod01)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
## ACF 0.52 0.34 0.18 0.08 0.06 0.09 0.06 0.05 0.07 0.11 0.12 0.10 0.03
## PACF 0.52 0.09 -0.05 -0.02 0.04 0.07 -0.02 -0.01 0.06 0.07 0.03 -0.01 -0.06
## [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25]
## ACF -0.02 -0.08 -0.04 0.01 -0.04 -0.14 -0.22 -0.19 -0.12 -0.10 -0.09 -0.06
## PACF -0.04 -0.07 0.05 0.05 -0.10 -0.16 -0.11 0.02 0.04 -0.04 -0.04 0.05
mod02 = arima.sim(200, model = list(ar = c(0.9)))
par(mfrow=c(1,1), mar=c(3,3,1,2)+.5, mgp=c(1.6,.6,0), pch=19)
plot(mod02, main=expression(paste("Modelo AR(1), ",theta[1],"= 0.9" )), xlab="", ylab=" ", type="b")
grid()
acf2(mod02)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
## ACF 0.88 0.75 0.63 0.52 0.45 0.38 0.30 0.26 0.22 0.18 0.16 0.12 0.11
## PACF 0.88 -0.09 -0.03 -0.05 0.12 -0.07 -0.06 0.09 -0.01 -0.03 0.04 -0.08 0.07
## [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25]
## ACF 0.11 0.10 0.08 0.06 0.06 0.07 0.07 0.04 0.01 0.0 -0.03 -0.03
## PACF 0.06 -0.06 -0.08 0.06 0.05 0.02 -0.04 -0.12 -0.02 0.1 -0.08 0.00
mod03 = arima.sim(200, model = list(ma = c(0.5,0.9)))
par(mfrow=c(1,1), mar=c(3,3,1,2)+.5, mgp=c(1.6,.6,0), pch=19)
plot(mod03, main=expression(paste("Modelo AR(2), ",theta[1],"= 0.5, ", theta[2],"= 0.9" )), xlab="", ylab=" ", type="b")
grid()
acf2(mod03)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
## ACF 0.56 0.42 -0.02 -0.10 -0.13 -0.08 -0.03 0.07 0.13 0.16 0.12 0.06 -0.02
## PACF 0.56 0.15 -0.45 0.02 0.22 -0.11 -0.09 0.25 0.07 -0.13 0.03 0.10 -0.12
## [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25]
## ACF -0.01 0.00 0.09 0.09 0.06 0.01 -0.07 -0.05 -0.06 -0.06 -0.04 -0.05
## PACF 0.05 0.14 0.03 -0.08 -0.07 0.07 -0.08 -0.02 0.06 -0.09 -0.03 0.00
mod04 = arima.sim(200, model = list(ar = c(0.5,-0.9)))
par(mfrow=c(1,1), mar=c(3,3,1,2)+.5, mgp=c(1.6,.6,0), pch=19)
plot(mod04, main=expression(paste("Modelo AR(2), ",theta[1],"= 0.5, ", theta[2],"= -0.9" )), xlab="", ylab=" ", type="b")
grid()
acf2(mod04)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
## ACF 0.25 -0.76 -0.6 0.37 0.72 0.03 -0.63 -0.34 0.38 0.48 -0.09 -0.48 -0.16
## PACF 0.25 -0.88 -0.1 0.01 0.01 -0.02 0.00 -0.02 -0.06 -0.04 -0.02 -0.06 0.01
## [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25]
## ACF 0.34 0.31 -0.13 -0.32 -0.08 0.22 0.18 -0.08 -0.17 -0.02 0.13 0.10
## PACF -0.06 0.02 0.03 0.05 -0.10 -0.03 -0.06 0.03 0.02 0.08 0.05 0.07
mod05 = arima.sim(200, model = list(ma = c(-0.5,-0.9)))
par(mfrow=c(1,1), mar=c(3,3,1,2)+.5, mgp=c(1.6,.6,0), pch=19)
plot(mod05, main=expression(paste("Modelo AR(2), ",theta[1],"= -0.5, ", theta[2],"= -0.9" )), xlab="", ylab=" ", type="b")
grid()
acf2(mod05)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
## ACF -0.07 -0.39 0.09 -0.10 0.08 0.09 -0.04 -0.09 -0.03 0.00 0.02 0.15
## PACF -0.07 -0.40 0.03 -0.29 0.14 -0.09 0.12 -0.18 0.06 -0.19 0.08 0.03
## [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24]
## ACF -0.11 -0.13 0.08 0.02 0.03 0.01 -0.11 -0.08 0.13 0.10 -0.06 -0.08
## PACF -0.05 -0.07 -0.02 -0.02 0.00 0.00 -0.10 -0.09 0.05 0.03 0.00 -0.12
## [,25]
## ACF 0.03
## PACF 0.11