R Notebook

library(TSstudio)

data("USgas")
ts_plot(USgas)

data("EURO_Brent")
ts_plot(EURO_Brent)

data("USVSales")
ts_plot(USVSales)

# -------- Code Chank 2 --------
acf(USgas, lag.max = 60)

# -------- Code Chank 3 --------
acf(EURO_Brent, lag.max = 60)

# -------- Code Chank 4 --------
acf(USVSales, lag.max = 60)

# -------- Code Chank 5 --------
pacf(USgas, lag.max = 60)

ts_lags(USgas) 

ts_lags(USgas, lags = c(12, 24, 36, 48)) 

ts_lags(EURO_Brent) 

ts_lags(USVSales)

data(USUnRate)
ts_plot(USUnRate, title = "US Monthly Civilian Unemployment Rate", 
        Ytitle = "Unemployment Rate (%)", Xtitle = "Year")

us_vsales <- window(USVSales, start = c(1976,1), end = c(2018,6))
us_unrate <- window(USUnRate, start = c(1976,1), end = c(2018,6))
# 可视化两者之间的相关性
library(plotly)

## Loading required package: ggplot2

## 
## Attaching package: 'plotly'

## The following object is masked from 'package:ggplot2':
## 
##     last_plot

## The following object is masked from 'package:stats':
## 
##     filter

## The following object is masked from 'package:graphics':
## 
##     layout

plot_ly(x = time(us_vsales), y = us_vsales, type = "scatter", mode = "line",name = "Total Vehicle Sales") %>%
  add_lines(x = time(us_unrate), y = us_unrate, name = "Unemployment Rate", yaxis = "y2") %>%
  layout(
    title = "Total Monthly Vehicle Sales vs Unemployment Rate in the US", 
    yaxis2 =  list( overlaying = "y", side = "right", title = "Percentage", showgrid = FALSE ),
    yaxis = list(title = "Thousands of Units", showgrid = FALSE),
    legend = list(orientation = 'h'), margin = list(l = 50, r = 50, b = 50, t = 50, pad = 2)
  )

library(stats)
#1）可视化两个时序之间的关系
#2)measure the level of correlation between the unemployment rate and the vehicle sales and its lags using the ccf function
ccf(x = us_vsales, y = us_unrate, lag.max = 36)

library(TSstudio)
#Each bar in the CCF plot represents the level of correlation between the main series and the lags of the secondary. 
#Lag 0 represents the direct correlation between the two series 
ccf_plot(x = USVSales, y = USUnRate, lags = 0:12)