# Example for model identification and forecasting # Generate some training data. set.seed(1) series1 <- arima.sim(model=list(order=c(2,1,2), ar=c(.4, .2), ma=c(.3,.1)), n=500) # Graph the data.. par(mfrow=c(3,2)) plot(series1) title("ARIMA(2,1,2)") plot(diff(series1)) title("Differenced") acf(series1) acf(diff(series1)) acf(series1, type="partial") acf(diff(series1), type="partial") # fit ARIMA model fit <- arima(series1, order=c(2,1,2))