2021-11-14

> library(tseries)
> library(forecast)
> read.csv(file.choose())->temp
> ts(temp$失业率)->ts1
> plot(ts1)
> adf.test(ts1)
> diff(ts1)->ts1.dif
> adf.test(ts1.dif)
> for (i in 1:2) print(Box.test(ts1,lag=6*i))
> acf(ts1.dif)
> pacf(ts1.dif)
> arima(ts1.dif,order=c(1,0,0))->ts1.fit
> ts1.fit
> for (i in 1:2) print (Box.test(ts1.fit$residual,lag=6*i))
> forecast(ts1.fit,h=3,level=0.95)