\name{UKNonDurables}
\alias{UKNonDurables}
\title{Consumption of Non-Durables in the UK}
\description{
Time series of consumption of non-durables in the UK (in 1985 prices).
}
\usage{data("UKNonDurables")}

\format{
A quarterly univariate time series from 1955(1) to 1988(4).
}

\source{
Online complements to Franses (1998).
}

\references{
Osborn, D.R. (1988). A Survey of Seasonality in UK Macroeconomic Variables.
\emph{International Journal of Forecasting}, \bold{6}, 327--336.

Franses, P.H. (1998). \emph{Time Series Models for Business and Economic Forecasting}.
Cambridge, UK: Cambridge University Press.
}

\seealso{\code{\link{Franses1998}}}

\examples{
data("UKNonDurables")
plot(UKNonDurables)

## EACF tables (Franses 1998, p. 99)
ctrafo <- function(x) residuals(lm(x ~ factor(cycle(x))))
ddiff <- function(x) diff(diff(x, frequency(x)), 1)
eacf <- function(y, lag = 12) {
  stopifnot(all(lag > 0))
  if(length(lag) < 2) lag <- 1:lag
  rval <- sapply(
    list(y = y, dy = diff(y), cdy = ctrafo(diff(y)),
         Dy = diff(y, frequency(y)), dDy = ddiff(y)),
    function(x) acf(x, plot = FALSE, lag.max = max(lag))$acf[lag + 1])
  rownames(rval) <- lag
  return(rval)
}

## Franses (1998), Table 5.2
round(eacf(log(UKNonDurables)), digits = 3)

## Franses (1998), Equation 5.51
## (Franses: sma1 = -0.632 (0.069))
arima(log(UKNonDurables), c(0, 1, 0), c(0, 1, 1))
}

\keyword{datasets}
