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Name: Reg. No.: Lab Exercise:: Shivam Batra 19BPS1131

1. The document describes analyzing and forecasting time series data of airline passenger numbers from 1949 to 1961. 2. Key steps included importing and exploring the data, decomposing it, checking for stationarity, modeling with ARIMA and evaluating the fit. 3. The best fitting ARIMA model was ARIMA(2,1,1)(0,1,0)[12].

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Shivam Batra
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42 views

Name: Reg. No.: Lab Exercise:: Shivam Batra 19BPS1131

1. The document describes analyzing and forecasting time series data of airline passenger numbers from 1949 to 1961. 2. Key steps included importing and exploring the data, decomposing it, checking for stationarity, modeling with ARIMA and evaluating the fit. 3. The best fitting ARIMA model was ARIMA(2,1,1)(0,1,0)[12].

Uploaded by

Shivam Batra
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© © All Rights Reserved
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Download as DOCX, PDF, TXT or read online on Scribd
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CSE3506 Essentials of Data Analytics

Name : Shivam Batra


Reg. No. : 19BPS1131
Lab Exercise: 4

Objective: Time Series Forecasting of Airline Passenger Dataset

Methods:

Store Airpassengers dataset (inbuilt dataset available in ‘R’) in a dataframe named “data”,
install packages such as ‘forecast’, ‘tseries’. Perform the following

Display entire dataset

Check for unfilled data

(ii) Display the statistical info of the dataset such as min, max, 1st quartile, 3rd quartile,
mean and median.

(iii) Plot ‘data’ (No. of Air passengers Vs Year)

(iv) Plot as timeseries ‘data’ (monthwise)

(v) Decompose the data as multiplicative and store as ‘ddata’

(vi) Plot ‘ddata’

(vii) Plot the following: trend, seasonal and random separately.

(viii) Perform ADF test for stationarity

(ix) Plot ACF and PACF

(x) Model using ARIMA


R Markdown

1. Import dataset and display it and check for unfilled data.


library(tseries)

## Registered S3 method overwritten by 'quantmod':


## method from
## as.zoo.data.frame zoo

library(forecast)

data<-AirPassengers
data

## Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
## 1949 112 118 132 129 121 135 148 148 136 119 104 118
## 1950 115 126 141 135 125 149 170 170 158 133 114 140
## 1951 145 150 178 163 172 178 199 199 184 162 146 166
## 1952 171 180 193 181 183 218 230 242 209 191 172 194
## 1953 196 196 236 235 229 243 264 272 237 211 180 201
## 1954 204 188 235 227 234 264 302 293 259 229 203 229
## 1955 242 233 267 269 270 315 364 347 312 274 237 278
## 1956 284 277 317 313 318 374 413 405 355 306 271 306
## 1957 315 301 356 348 355 422 465 467 404 347 305 336
## 1958 340 318 362 348 363 435 491 505 404 359 310 337
## 1959 360 342 406 396 420 472 548 559 463 407 362 405
## 1960 417 391 419 461 472 535 622 606 508 461 390 432

sum(is.na(data))

## [1] 0

2. Display the statistical info of the dataset such as min, max,


1st quartile, 3rd quartile, mean and median.
dMin<-min(data)
print(paste("Min = ",dMin))

## [1] "Min = 104"

dMax<-max(data)
print(paste("Max = ",dMax))

## [1] "Max = 622"


dMean<-mean(data)
print(paste("Mean = ",dMean))

## [1] "Mean = 280.298611111111"

dMed<-median(data)
print(paste("Median = ",dMed))

## [1] "Median = 265.5"

quan<-quantile(data)
print("Quartiles are = ")

## [1] "Quartiles are = "

quan

## 0% 25% 50% 75% 100%


## 104.0 180.0 265.5 360.5 622.0

3. Plot data
plot(data,xlab="Date", ylab = "Passenger numbers (1000's)",main="Air
Passenger numbers from 1949 to 1961")
4. Plot as timeseries ‘data’ (monthwise)
boxplot(data~cycle(data),xlab="Date", ylab = "Passenger Numbers
(1000's)" ,main ="Monthly Air Passengers Boxplot from 1949 to 1961")

5. Decompose the data as multiplicative and store as ‘ddata’


ddata <- decompose(data,"multiplicative")

6. & 7. Plot ddata and also plot the following: trend, seasonal
and random.
autoplot(ddata)
8. Perform ADF test for stationarity.
adf.test(data)

## Warning in adf.test(data): p-value smaller than printed p-value

##
## Augmented Dickey-Fuller Test
##
## data: data
## Dickey-Fuller = -7.3186, Lag order = 5, p-value = 0.01
## alternative hypothesis: stationary

9. Plot ACF and PACF


Correlogram of Air Passengers from 1949 to 1961

autoplot(acf(data,plot=FALSE))
Review random time series for any missing values

ddata$random

## Jan Feb Mar Apr May Jun Jul


## 1949 NA NA NA NA NA NA 0.9516643
## 1950 0.9626030 1.0714668 1.0374474 1.0140476 0.9269030 0.9650406 0.9835566
## 1951 1.0138446 1.0640180 1.0918541 1.0176651 1.0515825 0.9460444 0.9474041
## 1952 1.0258814 1.0939696 1.0134734 0.9695596 0.9632673 1.0003735 0.9468562
## 1953 0.9976684 1.0151646 1.0604644 1.0802327 1.0413329 0.9718056 0.9551933
## 1954 0.9829785 0.9232032 1.0044417 0.9943899 1.0119479 0.9978740 1.0237753
## 1955 1.0154046 0.9888241 0.9775844 1.0015732 0.9878755 1.0039635 1.0385512
## 1956 1.0066157 0.9970250 0.9876248 0.9968224 0.9985644 1.0275560 1.0217685
## 1957 0.9937293 0.9649918 0.9881769 0.9867637 0.9924177 1.0328601 1.0261250
## 1958 0.9954212 0.9522762 0.9469115 0.9383993 0.9715785 1.0261340 1.0483841
## 1959 0.9825176 0.9505736 0.9785278 0.9746440 1.0177637 0.9968613 1.0373136
## 1960 1.0039279 0.9590794 0.8940857 1.0064948 1.0173588 1.0120790 NA
## Aug Sep Oct Nov Dec
## 1949 0.9534014 1.0022198 1.0040278 1.0062701 1.0118119
## 1950 0.9733720 1.0225047 0.9721928 0.9389527 1.0067914
## 1951 0.9397599 0.9888637 0.9938809 1.0235337 1.0250824
## 1952 0.9931171 0.9746302 1.0046687 1.0202797 1.0115407
## 1953 0.9894989 0.9934337 1.0192680 1.0009392 0.9915039
## 1954 0.9845184 0.9881036 0.9927613 0.9995143 0.9908692
## 1955 0.9831117 1.0032501 1.0003084 0.9827720 1.0125535
## 1956 1.0004765 1.0008730 0.9835071 0.9932761 0.9894251
## 1957 1.0312668 1.0236147 1.0108432 1.0212995 1.0005263
## 1958 1.0789695 0.9856540 0.9977971 0.9802940 0.9405687
## 1959 1.0531001 0.9974447 1.0013371 1.0134608 0.9999192
## 1960 NA NA NA NA NA

Correlogram of Air Passengers Random Component from 1949 to 1961

Autoplot the random time series from 7:138 which exclude the NA values

autoplot(acf(ddata$random[7:138],plot=FALSE))

10. Model using ARIMA


fitData <- auto.arima(data)
fitData

## Series: data
## ARIMA(2,1,1)(0,1,0)[12]
##
## Coefficients:
## ar1 ar2 ma1
## 0.5960 0.2143 -0.9819
## s.e. 0.0888 0.0880 0.0292
##
## sigma^2 = 132.3: log likelihood = -504.92
## AIC=1017.85 AICc=1018.17 BIC=1029.35

library(ggfortify)

## Loading required package: ggplot2

## Registered S3 methods overwritten by 'ggfortify':


## method from
## autoplot.Arima forecast
## autoplot.acf forecast
## autoplot.ar forecast
## autoplot.bats forecast
## autoplot.decomposed.ts forecast
## autoplot.ets forecast
## autoplot.forecast forecast
## autoplot.stl forecast
## autoplot.ts forecast
## fitted.ar forecast
## fortify.ts forecast
## residuals.ar forecast

ggtsdiag(fitData)

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