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Time Series Initial Variable Inspection
Data: lynx
   

===========
Input data file
===========

R command> library(tkustat)          
R command> data(lynx)          
R command> mydata <- lynx 

======================
Original Seires: Lynx
======================
R command> z0.Lynx <- mydata$Lynx

==================================
Log transformation to Lynx
==================================
R command> n <- length(z0.Lynx)
R command> z0.Lynx <- log(abs(z0.Lynx)+1.0/(2*n))

==============================
 Use ts library
==============================
R > if(!exists("ts.plot", mode="function"))

R command> library(ts)

===========================
 Descriptive Statistics of Log Lynx

===========================
R command> z0.desc <- tkustat.desc(z0.Lynx)
R command> z0.desc

    妓セ计     程         Q1     い计     キА计         Q3     程 
 64.000000   3.664000   5.871000   6.615000   6.647000   7.674000   8.852000 
    跑钵计       羆㎝     夹非畉        IQR        MAD 
  1.594680 425.422651   1.262806   1.802503   1.355358 

===========================
 Time Seres Plot of Log Lynx
===========================

R command> ts.plot(z0.Lynx)
R command> abline(h=mean(z0.Lynx),col="red")
=======================================
 Sample ACF and PACF of Log Lynx
=======================================
R command> acf(z0.Lynx)
R command> pacf(z0.Lynx)
===========================
 Sample EACF of Log Lynx
===========================
R command> eacf(z0.Lynx,ar.max=10,ma.max=10)

AR/MA
   0   1   2   3   4   5   6   7   8   9   10 
0  "X" "X" "O" "X" "X" "X" "O" "O" "X" "X" "X"
1  "X" "X" "O" "X" "X" "X" "O" "O" "X" "X" "X"
2  "O" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
3  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
4  "X" "X" "O" "O" "O" "O" "O" "O" "O" "O" "O"
5  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
6  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
7  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
8  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
9  "X" "X" "X" "X" "O" "O" "O" "O" "O" "O" "O"
10 "X" "O" "X" "O" "O" "O" "O" "O" "O" "O" "O"

==============================
 First difference to Log Lynx
==============================

R command> z1.Lynx <- diff(z0.Lynx, differences=1)

=======================================
 Descriptive Statistics of Log Lynx (Diff 1)
=======================================
R command> z1.desc <- tkustat.desc(z1.Lynx)
R command> z1.desc

    妓セ计     程         Q1     い计     キА计         Q3     程 
63.0000000 -1.8650000 -0.5420000  0.1304000 -0.0095670  0.7049000  1.2320000 
    跑钵计       羆㎝     夹非畉        IQR        MAD 
 0.7124588 -0.6027216  0.8440728  1.2469845  0.8694722 

=======================================
 Time Series Plot of Log Lynx (Diff 1)
=======================================

R command> ts.plot(z1.Lynx)
R command> abline(h=mean(z1.Lynx),col="red")
===================================================
 Sample ACF and PACF of Log Lynx (Diff 1)
===================================================
R command> acf(z1.Lynx)
R command> pacf(z1.Lynx)
======================================
 Sample EACF of Log Lynx (Diff 1)
======================================
R command> eacf(z1.Lynx,ar.max=10,ma.max=10)

AR/MA
   0   1   2   3   4   5   6   7   8   9   10 
0  "X" "O" "X" "X" "X" "X" "O" "O" "X" "X" "X"
1  "X" "O" "O" "O" "X" "X" "O" "O" "X" "X" "X"
2  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
3  "X" "X" "O" "O" "O" "O" "O" "O" "O" "O" "O"
4  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
5  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
6  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
7  "X" "O" "O" "O" "O" "O" "O" "O" "O" "O" "O"
8  "X" "X" "X" "O" "O" "O" "O" "O" "O" "O" "O"
9  "X" "O" "X" "O" "O" "O" "O" "O" "O" "O" "O"
10 "X" "O" "X" "O" "O" "O" "O" "O" "O" "O" "O"