In: Statistics and Probability
fit an ARIMA model with the following data that correspond to the sugar price index proposed by FAO. Data goes from January 2010 to December 2016
Use R or SAS
Apply the stationary and unit root tests.
Show the R or SAS code
DATE | valor |
ene-10 | 375.5 |
feb-10 | 360.8 |
mar-10 | 264.8 |
abr-10 | 233.4 |
may-10 | 215.7 |
jun-10 | 224.9 |
jul-10 | 247.4 |
ago-10 | 262.7 |
sep-10 | 318.1 |
oct-10 | 349.3 |
nov-10 | 373.4 |
dic-10 | 398.4 |
ene-11 | 420.2 |
feb-11 | 418.2 |
mar-11 | 372.3 |
abr-11 | 345.7 |
may-11 | 312.2 |
jun-11 | 357.7 |
jul-11 | 400.4 |
ago-11 | 393.7 |
sep-11 | 379 |
oct-11 | 361.2 |
nov-11 | 339.9 |
dic-11 | 326.9 |
ene-12 | 334.3 |
feb-12 | 342.3 |
mar-12 | 341.9 |
abr-12 | 324 |
may-12 | 294.6 |
jun-12 | 290.4 |
jul-12 | 324.3 |
ago-12 | 296.2 |
sep-12 | 283.7 |
oct-12 | 288.2 |
nov-12 | 274.5 |
dic-12 | 274 |
ene-13 | 267.8 |
feb-13 | 259.2 |
mar-13 | 262 |
abr-13 | 252.6 |
may-13 | 250.1 |
jun-13 | 242.6 |
jul-13 | 239 |
ago-13 | 241.7 |
sep-13 | 246.5 |
oct-13 | 264.8 |
nov-13 | 250.6 |
dic-13 | 234.9 |
ene-14 | 221.7 |
feb-14 | 235.4 |
mar-14 | 254 |
abr-14 | 249.9 |
may-14 | 259.3 |
jun-14 | 258 |
jul-14 | 259.1 |
ago-14 | 244.3 |
sep-14 | 228.1 |
oct-14 | 237.6 |
nov-14 | 229.7 |
dic-14 | 217.5 |
ene-15 | 217.7 |
feb-15 | 207.1 |
mar-15 | 187.9 |
abr-15 | 185.5 |
may-15 | 189.3 |
jun-15 | 176.8 |
jul-15 | 181.2 |
ago-15 | 163.2 |
sep-15 | 168.4 |
oct-15 | 197.4 |
nov-15 | 206.5 |
dic-15 | 207.8 |
ene-16 | 199.4 |
feb-16 | 187.1 |
mar-16 | 219.1 |
abr-16 | 215.3 |
may-16 | 240.4 |
jun-16 | 276 |
jul-16 | 278.7 |
ago-16 | 285.6 |
sep-16 | 304.8 |
oct-16 | 315.3 |
nov-16 | 287.1 |
dic-16 | 262.6 |