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