R語(yǔ)言菜鳥練習(xí)筆記 11

設(shè)置種子123使用Y=rnorm(n,u,r)生成白噪聲繪制yt(both方式)繪制其與y=0水平線的比較圖fun1<-function(){set.seed(123)y<-rnorm(50,0,1)x<-c(1:50)plot(x,y,type="b")abline(h=0)}01020304050x計(jì)算自相關(guān)系數(shù)?acf(yt)$ac?檢驗(yàn)該序列的自相關(guān)性?Box.test(yt)fun2<-function(){set.seed(123)y<-rnorm(50)*10+10a<-acf(y)a$ac#Box.test(y)生成y=rnorm(50)*10+10生成y(t+1)=y(t)*2+rnorm(1)生成y(t+2)=y(t+1)+y(t)*2+rnorm(1)針對(duì)三個(gè)序列，分別計(jì)算其自相關(guān)系數(shù)檢驗(yàn)該序列的自相關(guān)性fun3<-function(){set.seed(123)y<-c()y[1]<-1for(iin2:50){y[i]<-y[i-1]*2+rnorm(1)}a<-acf(y)a$acBox.test(y)

set.seed(123)y<-c()y[1]<-1y[2]<-1for(iin3:50){y[i]<-y[i-1]+y[i-2]*2+rnorm(1)}a<-acf(y)a$acBox.test(y)生成y(t+1)=y(t)*20+rnorm(1)生成y(t+2)=y(t+1)*10-y(t)*2+rnorm(1)針對(duì)三個(gè)序列，分別?計(jì)算其自回歸fun51<-function(){y<-rnorm(50)*10+10plot(y)x11()pacf(y)LM<-lm(y~c(1:50))print(LM)}print(LM)}print(LM)}51015Lagcall:lm(formula=y~工(1:50))coefficients:Clntercept)*1:50]4.5960.161fun52<-function(n){y<-array(n)y[1]<-1for(iin2:n){y[i]<-20*y[i-1]+rnorm(1)}plot(y)x11()pacf(y)LM<-lm(y~c(1:50))

moVo0。LLmoVo0。LLuyw^roQ.51015Laacall:lm(formula=y=c(l:50))caeffIcients:(intercept)c(l:50)-2.39Se+6J1,41處十61fun53<-function(n){y<-array(n)y[1]<-1y[2]<-1for(iin3:n){y[i]<-10*y[i-1]-2*y[i-2]+rnorm(1)}plot(y)x11()pacf(y)LM<-lm(y~c(1:50))mmobo00-o'N.9

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