« View all new features in
Mathematica
9
◄
previous
|
next
►
New in
Mathematica
9
›
Time Series and Stochastic Differential Equations
Global Warming
The global mean temperature in years 1880-2011 with the 1951-1980 mean removed.
In[1]:=
X
gmt = \!\(\* TagBox[ RowBox[{"TemporalData", "[", PanelBox["1", FrameMargins->Small], "]"}], InterpretTemplate[TemporalData[Automatic, {CompressedData[" 1:eJxdkz1MAkEQhU9La2qNndbWZEpsob7KRFu11RZqGhotbKCxucSEAhLjRNAo Ro2ISCQmclhia+/tzrwxt5tcvszu/LydnVvf2a/sLkdRtJR91ew7LiSl9OiN wcPiyqR58MT13u9GXH/lLb9G3Hdmb8xrtUW5szq2c+edhQT2Hfs0xantI37P r3eL+8my1RZDPj1xa6A6bqxuxR2X7y0v/KHDeReS/zybsav4yG63lE6tDvxC G3qgT3ireS5Z3Eeq78P8UQdEHHR42Z1njvx6MUqec/OXe/aNqAs/2CHRJ2E7 JAkbajcozyqJzgvSvhp1H3F6j8QI3bCRD4Q+Ob+y9wOhT+MRx3m2TJ+84wOD Enem/cT8tjjPNkn/uuaHpX0m5An7L3WvEa8cGLe9kKEx79e1e+kckM6pUe+h /Z4Q6oXUeSOdP6PONem8Wh7Qtz/+0jyp2aC4fWueub7Xp1H+2znJe83oDzXD JD8= "], {{1880, 2011, 1}}, 1, {"Discrete", 1}, {"Discrete", 1}, 1, {}}]& ], Editable->False, SelectWithContents->True, Selectable->True]\);
In[2]:=
X
ListLinePlot[gmt, Filling -> -.5, AxesOrigin -> {1880, -.5}, ImageSize -> 300]
Out[2]=
UnitRootTest
suggests that there is a linear trend.
In[3]:=
X
UnitRootTest[gmt, Automatic, {"TestDataTable", All}]
Out[3]=
Fit an
ARIMAProcess
model with linear trend to the data.
In[4]:=
X
eproc = EstimatedProcess[gmt, ARIMAProcess[3, 1, 1]]
Out[4]=
Simulate a possible scenario for the next 20 years using the ARIMA model.
In[5]:=
X
future = RandomFunction[eproc, {2012, 2031}];