# スペクトル推定を使ってFARIMA母数を求める

 In[1]:= XNileFlow = TemporalData[TimeSeries, {CompressedData[" 1:eJxNlltoVVcQhrfutWwJYpUoFpFQBZFUEbFKCFYo4oVoNRAkCCKiSDgEUkmF g4TAqbSBIGkglBAoQQJSUuEgClWxQSol2Ie8iARRJEgviDSWUGyLSBXnZ77F 3g8/a/a6zOWfmbX2ulNnOj5bnGXZIsOYCQMhyz4xjICHeZZ9GLPsW5PbDVOG pfZ92sZvDD2GGUPVcMcwb2i09Xs2Hjd8GVzeafjfdH1ua3WT+5n7Dh0NwW1r bEOHvrvRsRed7UBnc8Mwun5j32pDk+FV7rq7WFtBDI2c19xLYnyeu76h4HFJ 7++5r/1neGHyExsPsVdoNvkXwwRxj8PBa8MNw3YgH04Gt/0Oc5JvGd6Ynmkb t+DnenQdjq53J1ycYBTOg1oJE4kz8Kfp/YK5Br7nDHtMPgbE03LDMsOukv1N rC/ARWfJtvLxTFzkzs+/hgXDDJg1/Jq7D9r/oLTWTLwxuC8RjrVnd/Cz2ncb X+8y6sw2/BA2EHMl+HwjMUrWGeUuMteMrcRBBe7byNWP0eVe5lS762xulLrQ qF6YNPQZBjlXYf0CXA2xr4WcNeLrHsbV5L2zVH/J57XUV1tp/zH8qSNfIOYq eTpiuIRfqoWnfGv/R+b/V9H7pSF6v6pvhslnH34ewUaHYStcKa6P7cxPuUO8 9MCP7B+nBgaYl6/qOdX4c8YaelXf6t33TN/a6P123dAUi15VP30KHydB8km5 +Auf65wVTsC1dOwzXOGccjAFH33w9K7ZGgt+T7Xi8xC2EwbRoztDtb/S8IPF ftDGl9TtJjjajp46qOFLBXk2eP/Kru6biyaviZ7zCWyMUAOq960lzpTbyyX+ zjHuIyblazJ3+62s9cFDLRS9L2yBt172HMT2KtZkaxv8TxOL9N2E30F0LgpF fyzQR8mG/G8hHvmwOXrOpVs9qnsicVMlnxr74ayKre5SPnuJU3U1CupwdNWw 32y8Cv7eqI76Q3EHXgQ18tyNPEzMV0NxjyzlLagQ3/vRa3AenxJSrnfBVTt8 ThG3cjSJf7L9GMwwpzXVmHj5mXOSVYNngtetYlb/Xov+5un9EOSf3h7dRzui y3NAev427I4O9bn6bEn0GKTva5P/CX6Pt0TXozMbo/MoGxtKe46Sf3GjPtPb pvE8sc3xLU5bGFvhUDEN4Pc836qrCUbVtd7PP0LxfzCK3nGge0v2Z0v5rMLh PHlULh6hJ42y2xWKO3iUefXgKjhRLPfwRzZUa8/g8Q7+3mIt9Z+Q3iHd3x9Q O+K6VvKnHoq3KdWN6qwDbpT3A8HvFelYz7d6aBkxpt5vx+b3eTGf6nscHurM j5TkSije3Goo7kpxMsi+o5zppLZ6yO3Z4DWa3o9pYpPOQ/A7hl7tUW3pzlXN 5NG5lo37QDyvoYaa8D29NW8BIHlPMA== "], {{622, 1284, 1}}, 1, { "Discrete", 1}, {"Discrete", 1}, 1, {}}, False, 10.];
 In[2]:= XListLinePlot[NileFlow, ImageSize -> Medium, Frame -> True]
 Out[2]=

データを中心化し，FARIMA過程をフィットする．

 In[3]:= Xmean = Mean[NileFlow]; cNileFlow = Standardize[NileFlow, Mean];
 In[4]:= Xeproc = EstimatedProcess[cNileFlow, FARIMAProcess[3, 0]]
 Out[4]=

 In[5]:= Xf = TimeSeriesForecast[eproc, cNileFlow, {100}];
 In[6]:= Xforecast = TimeSeriesMap[# + mean &, f];
 In[7]:= XDateListPlot[{NileFlow, forecast}, Filling -> Axis, ImageSize -> Medium]
 Out[7]=

## Mathematica

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