Description
The dataset TempPG.csv includes minimum temperatures measured at Prince George, BC,
from 1919 to 2008. Read the data into R using either read.table() or read.csv() commands.
1. The column labelled “Annual” includes the annual minimum temperatures. Extract those
data, and coerce them into a time series object. Plot the time series, its acf and pacf.
Comment on what you observe. If you were to fit an ARMA model to the above data,
which would you select?
2. Fit the ARMA model you proposed above using the arima() command. Write down your
fitted model.
Note that in the output of the arima command, ’intercept’ refers to the mean of the process,
which we denote by µ in class.
3. Use the confint() command to find 95% confidence intervals for relevant parameters.
4. Use the tsdiag() function to see diagnostic plots for the model you have fitted. Comment
on each plot. How well does the model you proposed appear to fit?