rm(list = ls())

library(tseries)

D = read.csv("GDPC1.csv",head=TRUE)
gdp = D[,2]
out = arma(gdp,order=c(3,0))
print(summary(out))

## Coefficient(s):
##            Estimate  Std. Error  t value Pr(>|t|)    
## ar1         0.84450     0.05670   14.894  \<2e-16 ***
## ar2         0.10319     0.07405    1.393   0.1635    
## ar3         0.05755     0.05696    1.010   0.3123    
## intercept  29.50110    16.18072    1.823   0.0683 .  
## ---
## Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
## 
## Fit:
## sigma^2 estimated as 21459,  Conditional Sum-of-Squares = 6566368,
## AIC = 3979.65


out = arma(gdp,order=c(1,0))
# print(summary(out))

## Call:
## arma(x = gdp, order = c(1, 0))
## 
## Model:
## ARMA(1,0)
## 
## Residuals:
##       Min        1Q    Median        3Q       Max 
## -1743.186   -32.287     2.914    42.909  1371.431 
## 
## Coefficient(s):
##            Estimate  Std. Error  t value Pr(>|t|)    
## ar1        1.004255    0.001381  727.031   <2e-16 ***
## intercept 24.527625   16.173539    1.517    0.129    
## ---
## Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
## 
## Fit:
## sigma^2 estimated as 21900,  Conditional Sum-of-Squares = 6745141,
## AIC = 3981.95