plot each of the three pre-event time series (Air,Rail,Car)
getwd()
## [1] "/Users/yusufsultan"
setwd("/Users/yusufsultan")
Ship <- read.csv("ApplianceShipments.csv")
str(Ship)
## 'data.frame': 20 obs. of 2 variables:
## $ Quarter : Factor w/ 20 levels "Q1-1985","Q1-1986",..: 1 2 3 4 5 6 7 8 9 10 ...
## $ Shipments: int 4009 4123 4493 4595 4245 4321 4522 4806 4799 4900 ...
Ship.ts <- ts(Ship$Shipments, start=c(1985), end=c(1989), freq=4)
plot(Ship.ts, xlab="Time", ylab="Shipments", ylim=c(3500, 5000), bty="l")
quarterly <- aggregate(Ship.ts, nfrequency=4, FUN=sum)
plot(quarterly, bty="l")
library(forecast)
## Warning: package 'forecast' was built under R version 3.2.5
## Loading required package: zoo
## Warning: package 'zoo' was built under R version 3.2.5
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
## Loading required package: timeDate
## This is forecast 7.3
ShipLinear <- tslm(Ship.ts ~ trend)
summary(ShipLinear)
##
## Call:
## tslm(formula = Ship.ts ~ trend)
##
## Residuals:
## Min 1Q Median 3Q Max
## -486.03 -202.27 72.75 174.00 474.48
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 4417.9926 154.0939 28.67 1.62e-14 ***
## trend 0.7525 15.0380 0.05 0.961
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 303.8 on 15 degrees of freedom
## Multiple R-squared: 0.0001669, Adjusted R-squared: -0.06649
## F-statistic: 0.002504 on 1 and 15 DF, p-value: 0.9608
plot(Ship.ts, xlab="Time", ylab="Shipments", ylim=c(3500, 5000), bty="l")
lines(ShipLinear$fitted, lwd=2)
ShipQuad <- tslm(Ship.ts ~ trend + I(trend^2))
summary(ShipQuad)
##
## Call:
## tslm(formula = Ship.ts ~ trend + I(trend^2))
##
## Residuals:
## Min 1Q Median 3Q Max
## -401.42 -100.41 -1.57 152.97 275.21
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 3850.426 172.440 22.329 2.4e-12 ***
## trend 179.984 44.102 4.081 0.001123 **
## I(trend^2) -9.957 2.381 -4.182 0.000923 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 209.7 on 14 degrees of freedom
## Multiple R-squared: 0.5554, Adjusted R-squared: 0.4919
## F-statistic: 8.745 on 2 and 14 DF, p-value: 0.003433
lines(ShipQuad$fitted, lty=2, lwd=3)