sg= cos(2*pi*(1/12)*seq(1:500))
xt=sg+ rnorm(500,0.25)
ts.plot(xt,col=4)
acf(xt,lag=200,col=3)
acf(xt,lag=200,col=5,type="covariance")
f=acf(xt,lag=20,col=3,plot=F)
#
xt=sg
ts.plot(xt,col=4)
acf(xt,lag=200,col=3)
#
out=rep(NA,1000)
for(i in 1:1000){ z=rnorm(100); f=acf(z,lag=10,plot=F); out[i]=f$acf[6]}
hist(out,prob=T)
#
data(UKLungDeaths)
help(data(UKLungDeaths))
ts.plot(mdeaths,fdeaths,col=c(2,4))
acf(mdeaths)
x=as.vector(mdeaths)
acf(x)
y=as.vector(fdeaths)
par(mfrow=c(2,1))
acf(x,lag=40)
acf(y,lag=40)
par(mfrow=c(1,1))
plot(x,y,pch="*")
plot(x[1:67],y[6:72],pch="*")
plot(x[6:72],y[1:67],pch="*")
ccf(x,y)