File: Rcode-1-1.R

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urca 1.3-3-1

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set.seed(123456)
y <- arima.sim(n = 100, list(ar = 0.9), innov=rnorm(100))
op <- par(no.readonly=TRUE)
layout(matrix(c(1, 1, 2, 3), 2, 2, byrow=TRUE))
plot.ts(y, ylab='')
acf(y, main='Autocorrelations', ylab='',
    ylim=c(-1, 1), ci.col = "black")
pacf(y, main='Partial Autocorrelations', ylab='',
     ylim=c(-1, 1), ci.col = "black")
par(op)