# 
# Computes the maximum likelihood ARIMA coefficients for the yield data set.
# 
# Written by:
# -- 
# John L. Weatherwax                2009-04-21
# 
# email: wax@alum.mit.edu
# 
# Please send comments and especially bug reports to the
# above email address.
# 
#-----

# get the data into an R vector: 
Y <- c(
    107,  96,  98, 101,  98,  94, 103, 120, 119, 110 ,
     99,  80,  87,  89,  89,  95,  91,  88,  91,  92 ,
     83,  67,  58,  64,  75,  88,  92,  93,  78,  77 ,
     81,  93, 105, 113, 108, 109, 113, 115, 110, 100 ,
    101, 107, 100,  92,  89,  84,  83,  82,  85,  81 ,
     80,  79,  80,  78,  76,  77,  80,  74,  73,  74 
)

# construct a ARIMA(2,1,0) model on this data ... 
fit <- arima( Y, order=c(2,1,0), method="ML" )

print(fit)

# construct predictions for the next five years: 
predict( fit, n.ahead=5 )