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Data Analysis and Statistics for Geography, Environmental Science, and Engineering
book

Data Analysis and Statistics for Geography, Environmental Science, and Engineering

by Miguel F. Acevedo
December 2012
Beginner content levelBeginner
557 pages
19h 5m
English
CRC Press
Content preview from Data Analysis and Statistics for Geography, Environmental Science, and Engineering
399Dependent Stochastic Processes and Time Series
Standardized residuals
Time
1700 1750 1800 1850 1900 1950 2000
−3
−1
1
3
0510 15 20
0.0
0.4
0.8
Lag
ACF
ACF of residuals
246810
0.0
0.4
0.8
p-values for Ljung−box statistic
Lag
p-value
FIGURE 11.22 Diagnostic of ARIMA(9, 1, 0).
Time
x
1700 1750 1800 1850 1900 1950 2000
−50
0
50
100
150
200
Data
Pred
Upper and lower
Data
Pred
Upper and lower
Time
x
1960 1980 2000 2020
−50
0
50
100
150
200
FIGURE 11.23 Sunspots forecast with 22 years horizon.
400 Data Analysis and Statistics for Geography, Environmental Science, and Engineering
Exercise 11.6 ...
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Publisher Resources

ISBN: 9781439885017