7.4.5 Prognose

# Zeitreihenanalyse:

data(LakeHuron)

pdf("ts12.pdf",width=9,height=3)
par(mar=c(4,4,2,2))
fit<-arima(LakeHuron,order=c(1,0,1))
LH.pred<-predict(fit,n.ahead=8)
plot(LakeHuron,xlim=c(1875,1980),ylim=c(575,584),col=gray(0.5),
ylab="Wasserstand [feet]",xlab="Zeit")
LH.pred<-predict(fit,n.ahead=8)
lines(LH.pred$pred,col="blue")
lines(LH.pred$pred+2*LH.pred$se,col="blue",lty=2)
lines(LH.pred$pred-2*LH.pred$se,col="blue",lty=2)
dev.off()

# Zeitreihenanalyse:

data(LakeHuron)
fit<-arima(LakeHuron,order=c(1,0,1))

Huron2 <- read.csv( " Michigan-Huron-1860-.csv " )
Huron2ts <- ts(Huron2[,2]/0.3048,start=1860,freq=1)

pdf("ts13.pdf",width=9,height=3)
par(mar=c(4,4,2,2))
plot(Huron2ts,col=2,ylab="Wasserstand [feet]",xlab="Zeit",ylim=c(575,584))
lines(LakeHuron,col=gray(0.5))
LH.pred<-predict(fit,n.ahead=40)
lines(LH.pred$pred,col="blue")
lines(LH.pred$pred+2*LH.pred$se,col="blue",lty=2)
lines(LH.pred$pred-2*LH.pred$se,col="blue",lty=2)
legend("bottomleft",legend=c("Daten aus R","Daten vom Internet"),
lty=c(1,1),col=c(gray(0.5),2))
dev.off()