com.imsl.test.example.stat

Class ARSeasonalFitEx1

java.lang.Object

com.imsl.test.example.stat.ARSeasonalFitEx1

public class ARSeasonalFitEx1
extends Object

Searches for the best fit seasonality for the Airline data.

Consider the Airline Data (Box, Jenkins and Reinsel 1994, p. 547) consisting of the monthly total number of international airline passengers from January 1949 through December 1960. Class ARSeasonalFit is used to compute the optimum seasonality representation of the adjusted series $$W_t(s,d)=\Delta_{s_1}^{d_1}\Delta_{s_2}^{d_2}Z_t= {(1-B^{s_1})}^{d_1}{(1-B^{s_2})}^{d_2}Z_t\rm{,}$$ where $$s=(1,1)$$ or $$s=(1,12)$$ and $$d=(1,1)\rm{.}$$

As differenced series with minimum AIC, $$W_t=\Delta_1^1\Delta_{12}^2Z_t=(Z_t-Z_{t-12})- (Z_{t-1}-Z_{t-13})\rm{,}$$ is identified.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
ARSeasonalFitEx1()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ARSeasonalFitEx1

public ARSeasonalFitEx1()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception