Table of Contents

Moving Window Auto-Regression

Move and compute! FIXME

Animation

Demonstration of Moving Window Auto-Regression
loading animation frames... 0%
Compute the AR(1) coefficient for the data in the window and plot the confidence intervals. Repeat this step as the window moves.

R code

oopt = ani.options(ani.height = 500, ani.width = 600, outdir = getwd(), nmax = 50,
    title = "Demonstration of Moving Window Auto-Regression",
    description = "Compute the AR(1) coefficient for the data in the
    window and plot the confidence intervals. Repeat this step as the
    window moves.")
ani.start()
par(mar = c(2, 3, 1, 0.5), mgp = c(1.5, 0.5, 0))
mwar.ani(lty.rect = 3, pch = 21, col = "red", bg = "yellow",type='o')
ani.stop()
ani.options(oopt)

Notes

I wish I didn't make serious mistakes in computing the confidence intervals. Would somebody check it for me? Thanks!