1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87  %\documentclass{article} \documentclass[fontsize=2pt]{scrreprt} \usepackage{fullpage} \begin{document} <>= library(xtable) eletemp = read.table(file = "sahko.csv", sep = ";", dec = ",", skip = 1) ele = ts(eletemp[[1]][1:816], start = 1, frequency = 24) temp = ts(eletemp[[2]], start = 1, frequency = 24) temp816 = ts(eletemp[[2]][1:816], start = 1, frequency = 24) temp24 = ts(eletemp[[2]][817:840], start = c(35,1), frequency = 24) d = 1 S = 24 D = 1 Dw = 1 dele = ele dtemp = temp #Differencing if (d > 0) { dele = diff(dele, lag = 1, differences = d) dtemp = diff(dtemp, lag = 1, differences = d) } if (D > 0) { dele = diff(dele, lag = S, differences = D) dtemp = diff(dtemp, lag = S, differences = D) } if (Dw > 0) { dele = diff(dele, lag = 168, differences = Dw) dtemp = diff(dtemp, lag = 168, differences = Dw) } #MODEL 1 (p, q, P, Q) = (0, 1, 1, 1) portmStart = 30; plotStart = 30; p = 0 q = 1 P = 1 Q = 1 malli = arima( ele, order = c(p,d,q), seasonal = list(order = c(P, D, Q), period = S), method = "CSS") createPortmanteuBox <- function() { myData<-data.frame() for (h in 1:20) { for ( p in 0:2) { for (q in 0:1) { for (Q in 0:1) { for (P in 0:1) { test<- Box.test(window(malli$residuals,start=portmStart), lag = h, type = "Ljung-Box", fitdf = p + q + P + Q) #Bad lag<-h myF<-paste(p,q,Q,P) myP<-test$p.value myData<-rbind(myData, data.frame(lag,myF,myP)) #print(paste(h,p,q,Q,P,test$p.value)) } } } } } myData } myData<-createPortmanteuBox() maDat<- matrix(ncol=24,nrow=20, myData[order(as.factor(myData$lag)),]\$myP) xtable(maDat) #matplot(maDat) @ \end{document}