source("//yrzhibo.com/teachers/xirb/Courses/TimeSeries/code/atsa03.r")
demo.chemical()


set.seed(13459)
b=0.5
sigma2 = 1
f = function(lambda){
	z = complex(real=0, imaginary=lambda)
	tmp = 1+b*exp(z)
	return(sigma2*(abs(tmp))^2/(2*pi))
	}
x = arima.sim(1000,model=list(ma=b,sd=sqrt(sigma2)))
par(mfrow=c(2,2))
plot(x)
acf(x)
acf(x,type="partial")
spectrum(x,span=50)
z = seq(0,0.5,by=0.001)
lines(z,f(z*2*pi)*(2*pi)/sigma2,type="l",col="blue")




b1=-0.36
b2=0.85
sigma2 = 4
f = function(lambda){
	z = complex(real=0, imaginary=lambda)
	tmp = 1+b1*exp(z)+b2*exp(2*z)
	return(sigma2*(abs(tmp))^2/(2*pi))
	}
x = arima.sim(1000,model=list(ma=c(b1,b2),sd=sqrt(sigma2)))
par(mfrow=c(2,2))
plot(x)
acf(x)
acf(x,type="partial")
spectrum(x,span=20)
z = seq(0,0.5,by=0.001)
lines(z,f(z*2*pi)*(2*pi)/sigma2,type="l",col="blue")

demo.arma42()


source("//yrzhibo.com/teachers/xirb/Courses/TimeSeries/code/atsa02.r")
source("//yrzhibo.com/teachers/xirb/Courses/TimeSeries/code/atsa03.r")
source("//yrzhibo.com/teachers/xirb/Courses/TimeSeries/code/atsa04.r")
source("//yrzhibo.com/teachers/xirb/Courses/TimeSeries/code/atsa05.r")

demo.tsmean()

demo.tsacv()#蓝色真值，红色估计值

demo.wn.chisq.ar2()

demo.wn.normal()