# 
# 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(
         2,   2,   4,  12,   0,  81,  58,  59,  25,  22,  87,  35 ,
        22,  23,  10,   6,   7,  31, 132,  21,  48,  56,  87,  48 ,
        69,  97, 155,  96,  62, 100,  61, 101,  79,  72,  49, 112 ,
       104, 216, 115, 215, 178, 233, 239, 217, 196, 228, 164, 151 ,
       194, 152, 114, 144, 151, 205, 292, 180, 213, 220, 193, 235 ,
       317, 305, 298, 315, 231, 361, 353, 256, 257, 340, 438, 442 
)

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

print(fit)

predict( fit, n.ahead = 3 )