## ----SETTINGS-knitr, include = FALSE---------------------------------------------------- stopifnot(require(knitr)) options(width = 90) knitr::opts_chunk$set(collapse = TRUE,comment = "#>") knitr::opts_chunk$set(echo = TRUE, message = FALSE, warning = FALSE, dev = "png", dpi = 150, fig.asp = 0.8, fig.width = 5, out.width = "60%", fig.align = "center") library(bayesforecast) library(ggplot2) ## ----ipc-------------------------------------------------------------------------------- autoplot(object = ipc,main = "Inflation rate in Honduras",ylab="CPI") ## --------------------------------------------------------------------------------------- g1 = autoplot(object = diff(ipc),main = "Differentiated series on inflation in Honduras",y = "CPI") g2 = ggacf(y = diff(ipc)) g3 = ggpacf(y = diff(ipc)) gridExtra::grid.arrange(g1,g2,g3, layout_matrix = matrix(c(1,2,1,3),nrow = 2)) ## ----echo=FALSE,results='hide'---------------------------------------------------------- set.seed(6551) sf1 = stan_sarima(ts = ipc,order = c(1,1,1),seasonal = c(1,1,1), prior_sar = beta(2,2),prior_sma = beta(2,2),chains = 1) ## ----eval=FALSE------------------------------------------------------------------------- # sf1 = stan_sarima(ts = ipc,order = c(1,1,1),seasonal = c(1,1,1), # prior_sar = beta(2,2),prior_sma = beta(2,2),chains = 1) # # summary(sf1) ## ----echo=FALSE------------------------------------------------------------------------- summary(sf1) ## ----fig.height = 15-------------------------------------------------------------------- mcmc_plot(object = sf1) ## ----posterior_predict------------------------------------------------------------------ autoplot(sf1)+labs(title = "Posterior Predict", y="CPI") ## ----residuals_ipc---------------------------------------------------------------------- check_residuals(sf1) ## ----forecast_ipc----------------------------------------------------------------------- autoplot(object = forecast(sf1,h = 12),ylab="CPI")