--- title: "Simple Case Studies" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Simple Case Studies} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` ```{r setup} library(fastTS) library(magrittr) # for pipe ``` # Lake Huron data set ```{r lakehuron} data("LakeHuron") fit_LH <- fastTS(LakeHuron) fit_LH coef(fit_LH) ``` # EuStockMarkets If you have a univariate time series with suspected trend, such as the EuStockMarkets data set, ```{r stocks} data("EuStockMarkets") X <- as.numeric(time(EuStockMarkets)) X_sp <- splines::bs(X-min(X), df = 9) fit_stock <- fastTS(log(EuStockMarkets[,1]), n_lags_max = 400, X = X_sp, w_exo = "unpenalized") fit_stock tail(coef(fit_stock), 11) # insert plot? ``` # Seasonal examples ## Nottem ```{r nottem} data("nottem") fit_nt <- fastTS(nottem, n_lags_max = 24) fit_nt coef(fit_nt) ``` ## UKDriverDeaths ```{r UKDriverDeaths} data("UKDriverDeaths") fit_ukdd <- fastTS(UKDriverDeaths, n_lags_max = 24) fit_ukdd coef(fit_ukdd) ``` ## sunspot ```{r sunspot} data("sunspot.month") fit_ssm <- fastTS(sunspot.month) fit_ssm ``` Model summaries ```{r sunspot2} summary(fit_ssm) ```