1\name{UKNonDurables}
2\alias{UKNonDurables}
3\title{Consumption of Non-Durables in the UK}
4\description{
5Time series of consumption of non-durables in the UK (in 1985 prices).
6}
7\usage{data("UKNonDurables")}
8
9\format{
10A quarterly univariate time series from 1955(1) to 1988(4).
11}
12
13\source{
14Online complements to Franses (1998).
15}
16
17\references{
18Osborn, D.R. (1988). A Survey of Seasonality in UK Macroeconomic Variables.
19\emph{International Journal of Forecasting}, \bold{6}, 327--336.
20
21Franses, P.H. (1998). \emph{Time Series Models for Business and Economic Forecasting}.
22Cambridge, UK: Cambridge University Press.
23}
24
25\seealso{\code{\link{Franses1998}}}
26
27\examples{
28data("UKNonDurables")
29plot(UKNonDurables)
30
31## EACF tables (Franses 1998, p. 99)
32ctrafo <- function(x) residuals(lm(x ~ factor(cycle(x))))
33ddiff <- function(x) diff(diff(x, frequency(x)), 1)
34eacf <- function(y, lag = 12) {
35  stopifnot(all(lag > 0))
36  if(length(lag) < 2) lag <- 1:lag
37  rval <- sapply(
38    list(y = y, dy = diff(y), cdy = ctrafo(diff(y)),
39         Dy = diff(y, frequency(y)), dDy = ddiff(y)),
40    function(x) acf(x, plot = FALSE, lag.max = max(lag))$acf[lag + 1])
41  rownames(rval) <- lag
42  return(rval)
43}
44
45## Franses (1998), Table 5.2
46round(eacf(log(UKNonDurables)), digits = 3)
47
48## Franses (1998), Equation 5.51
49## (Franses: sma1 = -0.632 (0.069))
50arima(log(UKNonDurables), c(0, 1, 0), c(0, 1, 1))
51}
52
53\keyword{datasets}
54