library(astsa)
mod01 = arima.sim(200, model = list(ma = 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 MA(1), ",phi[1],"= 0.5" )),xlab="", ylab=" ", type="b")
grid()
acf2(mod01)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
## ACF 0.4 0.02 -0.04 -0.03 -0.01 0 0.07 0.07 0.02 -0.01 -0.02 -0.05 -0.05
## PACF 0.4 -0.17 0.02 -0.02 0.00 0 0.08 0.01 -0.01 0.00 -0.01 -0.04 -0.01
## [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25]
## ACF 0.01 0.08 0.04 -0.18 -0.14 -0.11 -0.17 -0.15 -0.03 0.15 0.20 0.10
## PACF 0.04 0.05 -0.02 -0.21 0.04 -0.10 -0.13 -0.06 0.04 0.14 0.12 0.01
mod02 = arima.sim(200, model = list(ma = c(1.5)))
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 MA(1), ",phi[1],"= 1.5" )), xlab="", ylab=" ", type="b")
grid()
acf2(mod02)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
## ACF 0.47 0.00 0.04 0.08 0.08 0.12 0.12 0.06 -0.01 -0.04 0.00 0.06 0.07
## PACF 0.47 -0.28 0.23 -0.07 0.10 0.07 0.03 0.02 -0.06 -0.01 0.01 0.04 0.01
## [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25]
## ACF 0.09 0.07 0.00 -0.07 -0.04 -0.01 0.02 0.01 0.02 0.02 0.16 0.18
## PACF 0.08 -0.01 -0.02 -0.08 0.03 -0.06 0.05 -0.04 0.06 0.01 0.25 -0.04
mod03 = arima.sim(200, model = list(ma = c(0.5,1.5)))
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 MA(2), ",phi[1],"= 0.5, ", phi[2],"= 1.5" )), xlab="", ylab=" ", type="b")
grid()
acf2(mod03)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
## ACF 0.34 0.49 0.06 0.07 0.09 0.13 0.13 0.17 0.10 0.14 0.02 0.11 -0.07
## PACF 0.34 0.43 -0.25 -0.14 0.28 0.15 -0.15 0.06 0.12 0.01 -0.14 0.11 -0.09
## [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25]
## ACF 0.14 -0.01 0.16 0.09 0.09 0.01 -0.02 -0.13 -0.08 -0.08 0.02 0.07
## PACF 0.11 0.03 0.00 0.04 0.00 -0.13 -0.03 -0.07 -0.06 0.07 0.06 0.05
mod04 = arima.sim(200, model = list(ma = c(-0.5,1.5)))
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 MA(2), ",phi[1],"= -0.5, ", phi[2],"= 1.5" )), xlab="", ylab=" ", type="b")
grid()
acf2(mod04)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
## ACF -0.56 0.42 -0.11 0.05 -0.09 0.07 -0.02 -0.05 0.12 -0.16 0.15 -0.13 0.02
## PACF -0.56 0.15 0.27 0.05 -0.21 -0.09 0.13 0.00 0.05 -0.12 0.00 0.03 -0.09
## [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25]
## ACF 0.00 -0.09 0.05 -0.08 0.06 -0.14 0.17 -0.18 0.22 -0.13 0.17 -0.08
## PACF -0.01 -0.09 -0.01 -0.03 0.01 -0.11 0.05 0.02 0.14 0.05 0.10 0.00
mod05 = arima.sim(200, model = list(ma = c(-0.5,-1.5)))
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 MA(2), ",phi[1],"= -0.5, ", phi[2],"= -1.5" )), xlab="", ylab=" ", type="b")
grid()
acf2(mod05)
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
## ACF 0.1 -0.47 -0.05 0.07 -0.05 -0.11 0.01 0.12 0.01 -0.16 0.02 0.18
## PACF 0.1 -0.49 0.09 -0.22 -0.02 -0.22 0.01 -0.04 -0.02 -0.18 0.07 0.00
## [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24]
## ACF 0.00 -0.17 -0.01 0.04 0.05 0.00 -0.09 0.12 0.09 -0.15 -0.06 0.09
## PACF 0.02 -0.12 0.04 -0.16 0.16 -0.15 0.03 0.06 0.03 -0.06 0.05 -0.06
## [,25]
## ACF 0.01
## PACF 0.04