library(TSA)

# Global temperature data
d1=ts(read.table("http://people.stat.sc.edu/hansont/stat520/globaltemps.txt"),start=1856)
# Box-Cox of series + 0.7 picks 1, i.e. no transformation
par(mfrow=c(2,2))
plot(d1,ylab="Global temperature deviations",xlab="Year",type="o")
acf(d1,ci.type="ma")
pacf(d1)
res=armasubsets(y=d1,nar=6,nma=6,y.name='temps',ar.method='ols')
plot(res)
eacf(d1)
adf.test(d1) # finds default lag automatically

d2=diff(d1)
par(mfrow=c(2,2))
plot(d2,ylab="Global temperature 1st diff",xlab="Year",type="o")
acf(d2,ci.type="ma")
pacf(d2)
res=armasubsets(y=d2,nar=6,nma=6,y.name='temps')
plot(res)
eacf(d2)
adf.test(d2)

# CREF data
data(CREF)
d1=CREF
BoxCox.ar(d1) # 1/CREF better?
par(mfrow=c(2,2))
plot(d1,ylab="CREF stock values",type="o")
acf(d1,ci.type="ma")
pacf(d1)
res=armasubsets(y=d1,nar=6,nma=6,y.name='CREF')
plot(res)
eacf(d1)
adf.test(d1)

d2=diff(d1)
par(mfrow=c(2,2))
plot(d2,ylab="CREF stock values 1st diff",xlab="Year",type="o")
acf(d2,ci.type="ma")
pacf(d2)
res=armasubsets(y=d2,nar=6,nma=6,y.name='CREF')
plot(res)
eacf(d2)
adf.test(d2)

# Homeruns data
d1=ts(read.table("http://people.stat.sc.edu/hansont/stat520/homeruns.txt"),start=1909)
par(mfrow=c(1,1))
plot(d1,ylab="Number of homeruns",xlab="Year",type="o")
BoxCox.ar(d1)
d2=ts(sqrt(read.table("http://people.stat.sc.edu/hansont/stat520/homeruns.txt")),start=1909)
par(mfrow=c(2,2))
plot(d2,ylab="square root homeruns",type="o")
acf(d2,ci.type="ma")
pacf(d2)
res=armasubsets(y=d1,nar=6,nma=6,y.name='runs')
plot(res)
eacf(d2)
adf.test(d2)

d3=diff(d2)
par(mfrow=c(2,2))
plot(d3,ylab="square root homeruns 1st diff",xlab="Year",type="o")
acf(d3,ci.type="ma")
pacf(d3)
res=armasubsets(y=d2,nar=6,nma=6,y.name='runs')
plot(res)
eacf(d3)
adf.test(d3)