library(TSA) set.seed(1351) phi=.9;theta=-.8 y=arima.sim(model=list(ar=phi,ma=-theta),n=1000) plot(y) acf(y,ci.type='ma') pacf(y) eacf(y) set.seed(23195) y=arima.sim(model=list(ar=phi),n=50) plot(y) acf(y) pacf(y) eacf(y) data(lynx) plot(log(lynx)) acf(log(lynx)) pacf(log(lynx)) eacf(log(lynx)) # AR(2), AR(11), ARMA(2,3) arima(log(lynx),order=c(2,0,3)) arima(log(lynx),order=c(2,0,0)) arima(log(lynx),order=c(11,0,0))