Διαγνωστικά μοντέλου χρονολογικών σειρών

kalhspera se olous,kai xronia polla!!

Ta dedomena mou apotelountai apo trimhniaies metrhseis,pou 3ekinoun apo to 1o trimhno tou 2008 mexri kai to 1o trimhno tou 2011.

Oi metavlhtes mou einai 4 :
Deikths empistosynhs katanalwth(ΔΕΚ), Plh8wrismos, anergia, M=Plh8wrismos+anergia

Exw na kataskeuasw 6 diaforetika montela,kai 8elw na kanw elegxous kataloipwn,na epile3w to kalytero montelo,kai na kanw provlepsh gia thn ΔΕΚ(t+1).

a)Gia ton elegxo kataloipwn:
kanonikothta me jarque.bera.test()
Omoskedastikothta me bptest
autosysxetish me durbin-watson
Elegxo ane3arthsias me Box.test()

Me kalyptoun auta?

b)Oson afora thn provlepsh pou proanefera,auth 8a ginei apla me thn entolh predict gia to montelo?

c)Gia thn epilogh kalyterou montelou,ta statistika AIC, BIC kai PRESS einai ok? H' xreiazomai tipote parapanw?

Euxaristw ek twn proterwn.

3exasa na anaferw oti h y einai h apanthtikh metavlhth ,kai h prwth palindromhsh pou me endiaferei einai h lm(ΔΕΚ(t)~M(t) ).

*ΔΕΚ einai h apanthtikh

koita to BIC einai protimiteo apo to AIC, san kritiria einai kala. Episis, isws na ekanes kati allo. An eisai kalos stin R mporeis na dokimaseis kapoia montela pou ksereis kai na epilekseis ekeino pou tha su kanei minimization to meso tetragwniko sfalma p.x.
An de su aresei afti i lysi, tote kane afta pou eipes. Kai gia aneksartisia to Box test den einai kai oti kalytero. yparxun kai alloi tropoi.
Hamilton James Time series analysis i panepistimiakes simiwseis meta.