Importacion de datos

library(tseries)
## Warning: package 'tseries' was built under R version 4.5.1
## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo
library(forecast)
## Warning: package 'forecast' was built under R version 4.5.1
d2s=AirPassengers
plot(d2s)

El comportamiento de los datos es de forma multiplicativa y tiene tendencia creciente por lo tanto procedemos a realizar la transformacion de los mismos

d2sl=log(d2s)
plot(d2sl)

adf.test(d2sl)
## Warning in adf.test(d2sl): p-value smaller than printed p-value
## 
##  Augmented Dickey-Fuller Test
## 
## data:  d2sl
## Dickey-Fuller = -6.4215, Lag order = 5, p-value = 0.01
## alternative hypothesis: stationary

la serie en log es estacionario porque el p valor es menor que alfa ##Modelo SARIMA

mod=auto.arima(d2sl,trace = T)
## 
##  ARIMA(2,1,2)(1,1,1)[12]                    : Inf
##  ARIMA(0,1,0)(0,1,0)[12]                    : -434.799
##  ARIMA(1,1,0)(1,1,0)[12]                    : -474.6299
##  ARIMA(0,1,1)(0,1,1)[12]                    : -483.2101
##  ARIMA(0,1,1)(0,1,0)[12]                    : -449.8857
##  ARIMA(0,1,1)(1,1,1)[12]                    : -481.5957
##  ARIMA(0,1,1)(0,1,2)[12]                    : -481.6451
##  ARIMA(0,1,1)(1,1,0)[12]                    : -477.2164
##  ARIMA(0,1,1)(1,1,2)[12]                    : Inf
##  ARIMA(0,1,0)(0,1,1)[12]                    : -467.4644
##  ARIMA(1,1,1)(0,1,1)[12]                    : -481.582
##  ARIMA(0,1,2)(0,1,1)[12]                    : -481.2991
##  ARIMA(1,1,0)(0,1,1)[12]                    : -481.3006
##  ARIMA(1,1,2)(0,1,1)[12]                    : -481.5633
## 
##  Best model: ARIMA(0,1,1)(0,1,1)[12]

\((y_t-y_{t-1})-(y_{t-12}-y_{t-13})=-0.4018\epsilon_{t-1}-0.5569\epsilon_{t-12}\)