R : Copyright 2003, The R Development Core Team
Version 1.7.1  (2003-06-16)

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[Previously saved workspace restored]

> help(ts)
> scan(file="lake.tsm")
Read 98 items
 [1] 10.38 11.86 10.97 10.80  9.79 10.39 10.42 10.82 11.40 11.32 11.44 11.68
[13] 11.17 10.53 10.01  9.91  9.14  9.16  9.55  9.67  8.44  8.24  9.10  9.09
[25]  9.35  8.82  9.32  9.01  9.00  9.80  9.83  9.72  9.89 10.01  9.37  8.69
[37]  8.19  8.67  9.55  8.92  8.09  9.37 10.13 10.14  9.51  9.24  8.66  8.86
[49]  8.05  7.79  6.75  6.75  7.82  8.64 10.58  9.48  7.38  6.90  6.94  6.24
[61]  6.84  6.85  6.90  7.79  8.18  7.51  7.23  8.42  9.61  9.05  9.26  9.22
[73]  9.38  9.10  7.95  8.12  9.75 10.85 10.41  9.96  9.61  8.76  8.18  7.21
[85]  7.13  9.10  8.25  7.91  6.89  5.96  6.80  7.68  8.38  8.52  9.74  9.31
[97]  9.89  9.96
> lake.ts <- ts(data=scan(file="lake.tsm"), start = 1875)
Read 98 items
> lake.ts
Time Series:
Start = 1875 
End = 1972 
Frequency = 1 
 [1] 10.38 11.86 10.97 10.80  9.79 10.39 10.42 10.82 11.40 11.32 11.44 11.68
[13] 11.17 10.53 10.01  9.91  9.14  9.16  9.55  9.67  8.44  8.24  9.10  9.09
[25]  9.35  8.82  9.32  9.01  9.00  9.80  9.83  9.72  9.89 10.01  9.37  8.69
[37]  8.19  8.67  9.55  8.92  8.09  9.37 10.13 10.14  9.51  9.24  8.66  8.86
[49]  8.05  7.79  6.75  6.75  7.82  8.64 10.58  9.48  7.38  6.90  6.94  6.24
[61]  6.84  6.85  6.90  7.79  8.18  7.51  7.23  8.42  9.61  9.05  9.26  9.22
[73]  9.38  9.10  7.95  8.12  9.75 10.85 10.41  9.96  9.61  8.76  8.18  7.21
[85]  7.13  9.10  8.25  7.91  6.89  5.96  6.80  7.68  8.38  8.52  9.74  9.31
[97]  9.89  9.96
> plot(lake.ts, ylab="Nivel del Lago Huron (en pies)")
> ar(lake.ts, order.max = 2, method = "yule-walker")

Call:
ar(x = lake.ts, order.max = 2, method = "yule-walker")

Coefficients:
      1        2  
 1.0538  -0.2668  

Order selected 2  sigma^2 estimated as  0.5075 
> ar(lake.ts, order.max = 2, method = "yule-walker") -> ar.2.lake
> ar.2.lake$order
[1] 2
> ar.2.lake$ar
[1]  1.0538249 -0.2667516
> ar.2.lake$var.pred
[1] 0.5075296
> ar.2.lake$x.mean
[1] 9.004082
>