Chapter 5 Box-Jenkins method

In this chapter, you will practice selecting and fitting an ARIMA model to catch data using the Box-Jenkins method. After fitting a model, you will prepare simple forecasts using the forecast package.

A script with all the R code in the chapter can be downloaded here. The Rmd for this chapter can be downloaded here

Data and packages

We will use the catch landings from Greek waters (greeklandings) and the Chinook landings (chinook) in Washington data sets for this chapter. These datasets are in the atsalibrary package on GitHub. Install using the devtools package.

library(devtools)
# Windows users will likely need to set this
# Sys.setenv('R_REMOTES_NO_ERRORS_FROM_WARNINGS' = 'true')
devtools::install_github("nwfsc-timeseries/atsalibrary")

Load the data.

data(greeklandings, package = "atsalibrary")
landings <- greeklandings
# Use the monthly data
data(chinook, package = "atsalibrary")
chinook <- chinook.month

Ensure you have the necessary packages.

library(ggplot2)
library(gridExtra)
library(reshape2)
library(tseries)
library(urca)
library(forecast)