Due on Thursday 15th at 1:00pm.
Strong R-modelling skills & knowledge of time series needed to complete this hwk.
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TAR Model in R
Time Series Analysis with R
http://www.stats.uwo.ca/faculty/aim/tsar/tsar
4.204
-0.590
-9.376
5.450
-0.894
8.763
4.712
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21.730
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19.362
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14.865
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2.490
9.102
20.101
15.051
4.658
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12.830
17.477
4.879
10.910
2.484
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0.533
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42.286
35.839
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44.469
13.193
7.987
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15.616
7.652
5.466
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5.073
13.231
6.213
7.949
6.150
6.125
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4.779
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15.415
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8.516
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5.877
14.826
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9.896
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1.887
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15.092
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26.299
3.970
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2.256
9.557
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1.324
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3.359
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6.062
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15.635
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16.733
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5.081
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4.815
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5.984
6.528
1.109
4.247
0.709
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0.757
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13.441
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3.101
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-14.310
-3.312
2.250
1.861
-4.235
-8.108
-2.682
8.338
4.784
1.439
0.947
4.969
6.596
-0.427
5.326
10.863
4.668
5.396
-2.377
4.370
5.379
-8.530
1.361
5.521
-5.981
-4.914
6.880
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3.440
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1.044
5.977
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1.658
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3.625
1.605
1.517
-1.917
9.237
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8.338
1.137
-2.807
2.032
8.269
3.177
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-1.869
3.756
5.599
-5.338
-0.997
-2.423
8.360
-4.041
-1.592
-8.361
-8.111
-5.903
-5.557
3.578
8.672
-3.909
-4.693
-2.136
-1.085
4.340
7.133
-3.674
0.407
0.000
-4.197
3.233
-3.922
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10.949
-3.175
18.590
-1.137
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3.216
0.000
8.004
-12.595
5.548
-1.621
-6.062
6.389
-2.337
-5.201
0.355
6.612
0.336
1.002
2.000
5.459
7.523
4.639
4.704
1.289
4.493
1.793
-6.881
1.368
3.733
0.730
2.340
0.000
5.564
5.381
6.231
-0.899
1.589
-3.436
-0.233
5.755
6.495
4.107
-8.719
-0.445
7.315
-2.123
-5.514
8.475
-3.871
4.502
6.494
0.199
0.198
1.376
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12.090
4.522
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0.000
0.361
2.700
2.457
-0.521
3.120
-3.473
4.492
10.825
10.322
-1.123
6.096
7.631
7.206
14.256
-4.884
17.054
-4.445
-5.850
6.190
-3.785
8.255
3.014
6.220
4.664
-4.363
6.359
-1.914
3.372
-3.593
3.358
-5.030
-6.721
13.953
8.040
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7.114
9.609
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7.161
4.605
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-8.276
6.481
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2.079
-11.415
2.978
5.916
8.432
5.188
3.315
1.809
-6.670
-7.352
0.415
7.573
-4.917
2.211
-4.265
0.207
-1.049
0.840
1.247
4.681
1.186
4.420
3.169
2.357
12.294
-0.962
2.701
2.630
2.727
-2.574
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1.238
0.766
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2.349
12.634
8.371
-14.786
4.572
0.973
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0.842
3.706
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2.703
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-5.942
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4.428
6.560
6.322
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6.221
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3.619
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10.935
3.152
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5.890
9.832
3.289
1.935
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3.213
5.381
6.454
-5.506
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4.229
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5.365
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6.084
0.857
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2.508
-5.749
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4.445
0.747
6.816
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5.692
1.261
6.361
0.502
0.175
4.664
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4.587
4.147
11.733
1.062
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4.218
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1.049
4.792
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2.513
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0.762
11.517
2.715
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11.138
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1.757
21.766
1.150
3.176
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-8.844
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10.435
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2.088
10.829
4.753
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6.435
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2.244
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5.384
-3.449
-7.087
2.639
13.005
2.092
7.985
1.908
2.725
6.728
5.568
8.565
4.100
9.267
-2.472
1.921
-12.943
14.979
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2.542
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-1.003
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6.929
4.537
1.650
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6.588
7.107
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0.421
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6.981
3.701
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2.861
-13.571
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20.212
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14.609
14.215
4.161
0.000
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8.961
0.260
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19.399
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10.697
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8.555
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2.047
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4.116
3.285
13.496
0.464
13.874
8.347
2.536
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13.000
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8.482
4.280
15.332
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5.071
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10.928
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17.392
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4.387
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2.489
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6.336
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8.129
3.401
0.728
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6.478
1.669
2.318
3.839
2.832
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1.166
1.408
7.082
2.704
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-4.867
4.365
-5.718
7.736
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1.546
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11.119
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6.120
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3.637
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4.721
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8.419
7.381
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13.377
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5.470
0.322
10.650
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3.233
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2.780
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10.101
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10.549
-3.283
2.994
5.710
13.353
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17.596
3.4
3.8
4
3.9
3.5
3.6
3.6
3.9
3.8
3.7
3.8
4
4.3
4.7
5
5.3
6.1
6.2
6.7
6.8
6.6
7.9
6.4
6.6
6.5
6.4
6.3
5.8
5.5
5.4
5
4.5
4.4
4.2
4.2
4.3
3.7
3.4
3.4
3.1
3
3.2
3.1
3.1
3.3
3.5
3.5
3.1
3.2
3.1
2.9
2.9
3
3
3.2
3.4
3.1
3
2.8
2.7
2.9
2.6
2.6
2.7
2.5
2.5
2.6
2.7
2.9
3.1
3.5
4.5
4.9
5.2
5.7
5.9
5.9
5.6
5.8
6
6.1
5.7
5.3
5
4.9
4.7
4.6
4.7
4.3
4.2
4
4.2
4.1
4.3
4.2
4.2
4
3.9
4.2
4
4.3
4.3
4.4
4.1
3.9
3.9
4.3
4.2
4.2
3.9
3.7
3.9
4.1
4.3
4.2
4.1
4.4
4.5
5.1
5.2
5.8
6.4
6.7
7.4
7.4
7.3
7.5
7.4
7.1
6.7
6.2
6.2
6
5.9
5.6
5.2
5.1
5
5.1
5.2
5.5
5.7
5.8
5.3
5.2
4.8
5.4
5.2
5.1
5.4
5.5
5.6
5.5
6.1
6.1
6.6
6.6
6.9
6.9
7
7.1
6.9
7
6.6
6.7
6.5
6.1
6
5.8
5.5
5.6
5.6
5.5
5.5
5.4
5.7
5.6
5.4
5.7
5.5
5.7
5.9
5.7
5.7
5.9
5.6
5.6
5.4
5.5
5.5
5.7
5.5
5.6
5.4
5.4
5.3
5.1
5.2
4.9
5
5.1
5.1
4.8
5
4.9
5.1
4.7
4.8
4.6
4.6
4.4
4.4
4.3
4.2
4.1
4
4
3.8
3.8
3.8
3.9
3.8
3.8
3.8
3.7
3.7
3.6
3.8
3.9
3.8
3.8
3.8
3.8
3.9
3.8
3.8
3.8
4
3.9
3.8
3.7
3.8
3.7
3.5
3.5
3.7
3.7
3.5
3.4
3.4
3.4
3.4
3.4
3.4
3.4
3.4
3.4
3.5
3.5
3.5
3.7
3.7
3.5
3.5
3.9
4.2
4.4
4.6
4.8
4.9
5
5.1
5.4
5.5
5.9
6.1
5.9
5.9
6
5.9
5.9
5.9
6
6.1
6
5.8
6
6
5.8
5.7
5.8
5.7
5.7
5.7
5.6
5.6
5.5
5.6
5.3
5.2
4.9
5
4.9
5
4.9
4.9
4.8
4.8
4.8
4.6
4.8
4.9
5.1
5.2
5.1
5.1
5.1
5.4
5.5
5.5
5.9
6
6.6
7.2
8.1
8.1
8.6
8.8
9
8.8
8.6
8.4
8.4
8.4
8.3
8.2
7.9
7.7
7.6
7.7
7.4
7.6
7.8
7.8
7.6
7.7
7.8
7.8
7.5
7.6
7.4
7.2
7
7.2
6.9
7
6.8
6.8
6.8
6.4
6.4
6.3
6.3
6.1
6
5.9
6.2
5.9
6
5.8
5.9
6
5.9
5.9
5.8
5.8
5.6
5.7
5.7
6
5.9
6
5.9
6
6.3
6.3
6.3
6.9
7.5
7.6
7.8
7.7
7.5
7.5
7.5
7.2
7.5
7.4
7.4
7.2
7.5
7.5
7.2
7.4
7.6
7.9
8.3
8.5
8.6
8.9
9
9.3
9.4
9.6
9.8
9.8
10.1
10.4
10.8
10.8
10.4
10.4
10.3
10.2
10.1
10.1
9.4
9.5
9.2
8.8
8.5
8.3
8
7.8
7.8
7.7
7.4
7.2
7.5
7.5
7.3
7.4
7.2
7.3
7.3
7.2
7.2
7.3
7.2
7.4
7.4
7.1
7.1
7.1
7
7
6.7
7.2
7.2
7.1
7.2
7.2
7
6.9
7
7
6.9
6.6
6.6
6.6
6.6
6.3
6.3
6.2
6.1
6
5.9
6
5.8
5.7
5.7
5.7
5.7
5.4
5.6
5.4
5.4
5.6
5.4
5.4
5.3
5.3
5.4
5.2
5
5.2
5.2
5.3
5.2
5.2
5.3
5.3
5.4
5.4
5.4
5.3
5.2
5.4
5.4
5.2
5.5
5.7
5.9
5.9
6.2
6.3
6.4
6.6
6.8
6.7
6.9
6.9
6.8
6.9
6.9
7
7
7.3
7.3
7.4
7.4
7.4
7.6
7.8
7.7
7.6
7.6
7.3
7.4
7.4
7.3
7.1
7
7.1
7.1
7
6.9
6.8
6.7
6.8
6.6
6.5
6.6
6.6
6.5
6.4
6.1
6.1
6.1
6
5.9
5.8
5.6
5.5
5.6
5.4
5.4
5.8
5.6
5.6
5.7
5.7
5.6
5.5
5.6
5.6
5.6
5.5
5.5
5.6
5.6
5.3
5.5
5.1
5.2
5.2
5.4
5.4
5.3
5.2
5.2
5.1
4.9
5
4.9
4.8
4.9
4.7
4.6
4.7
4.6
4.6
4.7
4.3
4.4
4.5
4.5
4.5
4.6
4.5
4.4
4.4
4.3
4.4
4.2
4.3
4.2
4.3
4.3
4.2
4.2
4.1
4.1
4
4
4.1
4
3.8
4
4
4
4.1
3.9
3.9
3.9
3.9
4.2
4.2
4.3
4.4
4.3
4.5
4.6
4.9
5
5.3
5.5
5.7
5.7
5.7
5.7
5.9
5.8
5.8
5.8
5.7
5.7
5.7
5.9
6
5.8
5.9
5.9
6
6.1
6.3
6.2
6.1
6.1
6
5.8
5.7
5.7
5.6
5.8
5.6
5.6
5.6
5.5
5.4
5.4
5.5
5.4
5.4
5.3
5.4
5.2
5.2
5.1
5
5
4.9
5
5
5
4.9
4.7
4.8
4.7
4.7
4.6
4.6
4.7
4.7
4.5
4.4
4.5
4.4
4.6
4.5
4.4
4.5
4.4
4.6
4.6
4.6
4.7
4.7
4.7
5
5
4.8
5.1
5
5.4
5.5
5.8
6.1
6.2
6.6
6.9
7.4
7.7
8.2
8.6
8.9
9.4
9.5
9.4
9.7
9.8
10.1
10
10
9.7
9.7
9.7
9.9
9.7
9.5
9.5
9.6
9.6
9.6
1.046
1.038
0.925
0.755
1.156
1.163
0.933
1.127
1.053
1.191
0.963
0.961
0.729
0.898
0.925
0.802
0.776
0.865
0.87
0.906
0.818
0.76
0.709
0.642
0.797
0.585
0.782
0.587
0.77
0.512
0.702
0.795
1.088
1.074
1.06
1
1.091
1.209
1.077
0.481
0.974
1.219
1.213
1.05
1.05
0.92
1.32
1.033
1.309
0.979
1.15
0.908
1.113
0.962
1.283
1.094
1.08
0.956
1.104
0.984
1.028
1.159
1.223
0.933
1.167
1.114
0.923
1.03
1.126
0.87
0.824
1.277
1.182
1.365
1.269
1.23
1.446
1.602
1.328
1.294
1.208
1.203
1.51
1.191
1.069
0.927
0.828
0.98
1.187
1.307
1.003
1.128
1.198
1.148
1.19
1.024
1.272
1.283
1.225
1.269
1.14
0.963
0.713
0.817
1.401
1.146
0.826
0.812
0.866
0.997
1.091
1.157
1.077
0.951
1.061
0.899
0.817
0.922
0.579
0.863
0.697
0.814
0.835
0.938
1.201
1.261
0.71
0.6
0.576
0.606
0.579
0.765
0.823
0.856
1.041
0.888
0.674
0.73
0.81
0.73
0.804
0.772
0.741
0.955
0.694
0.829
0.83
0.89
0.884
0.923
0.865
1.026
1.043
0.537
0.693
0.904
0.902
0.779
0.759
0.707
0.804
0.763
0.517
0.704
0.584
0.372
0.607
0.81
0.733
0.618
0.65
0.603
0.702
0.9
0.883
0.727
0.812
0.673
0.724
0.958
0.954
0.845
0.638
0.987
0.987
1.098
1.287
1.179
1.193
1.246
1.084
1.141
1.245
1.174
1.054
0.924
1.118
1.149
1.108
1.305
1.314
1.279
1.106
1.145
0.977
1.427
1.13
1.152
1.247
1.344
1.22
1.198
1.253
0.919
1.057
1.231
1.286
1.354
1.277
1.553
1.123
1.327
0.525
0.966
0.952
0.778
0.765
1.328
0.753
1.243
0.943
1.257
1.122
1.265
1.367
1.247
1.808
2.02
1.383
1.16
1.017
0.976
0.771
0.662
0.946
1.148
0.948
1.026
1.248
0.949