June 2020
Beginner to intermediate
522 pages
9h 6m
Chinese
Content preview from R 语言经典实例（原书第 2 版）
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时间序列分析
｜
441
d <- autoplot(detr, geom = "point") +
labs(
x = "Year", y = "Yield Dev (bu/ac)",
title = "IL Corn Yield Deviation from Trend (bu/ac)"
)
dp <- autoplot(detr / yield, geom = "point") +
labs(
x = "Year", y = "Yield Dev (%)",
title = "IL Corn Yield Deviation from Trend (%)"
)
d / dp
IL Corn Yield Deviation from Trend (bu/ac)
IL Corn Yield Deviation from Trend (%)
25
0
-
25
-
50
0.00
-0.
25
-0.
50
1990
1990
2000
2000
2010
2010
Year
Year
Yield Dev (%)
Yield Dev (bu/ac)
图 14-12：去趋势绘图
图 14-12 上半部分的曲线显示了与趋势的偏差（单位为 bu/ac），而下半部分显示了与趋
势的偏差百分比。
14.18 拟合 ARIMA 模型
14.18.1 问题
对时间序列数据拟合一个 ARIMA 模型。
14.18.2 解决方案
forecast 包中的 auto.arima 函数可以选择正确的模型阶数并对数据进行某些拟合：
library(forecast)
auto.arima( ...
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