#########################################
#  第12章 　季節調整モデル
#########################################
# BLSALLFOOD data の読み込み
data(BLSALLFOOD)

par(mar=c(2,2,3,1)+0.1)   # 描画時の外枠の大きさ指定
#
#  標準的季節調整
season(BLSALLFOOD, trend.order = 2, seasonal.order = 1)

#　AR(2)成分つきの季節調整
season(BLSALLFOOD, trend.order = 2, seasonal.order = 1, ar.order = 2)
#　長期予測 （n=132まででモデル推定，n=133,...,156を予測）

season(BLSALLFOOD, trend.order = 2, seasonal.order = 1, ar.order = 0,       filter = c(1, 132))
#
season(BLSALLFOOD, trend.order = 2, seasonal.order = 1, ar.order = 2,       filter = c(1, 132))

#
### timsacパッケージの関数 decompを使う場合 ####
data(Blsallfood)
z <- decomp(Blsallfood, trade = TRUE, year = 1973)
z$aic
z$lkhd
z$sigma2
z$tau1
z$tau2
z$tau3

################################################
# Wholesale hardware data
data(WHARD)
#
# 標準的着せr調整
season(WHARD, trend.order = 2, seasonal.order = 1, ar.order = 0, 
       log = TRUE)
#
#　曜日調整
season(WHARD, trend.order = 2, seasonal.order = 1, ar.order = 0, trade = TRUE, log = TRUE)

#　長期予測 （n=132まででモデル推定，n=133,...,155を予測）
season(WHARD, trend.order = 2, seasonal.order = 1, ar.order = 0, 
       filter = c(1, 132), log = TRUE)

season(WHARD, trend.order = 2, seasonal.order = 1, ar.order = 0, trade = TRUE,
       filter = c(1, 132), log = TRUE)