library(forecast) set.seed(123) ma1.sim<-arima.sim(model=list(ma=c(0.6)), n=100) ma1.sim par(mfrow=c(3,1)) ts.plot(ma1.sim) acf(ma1.sim) pacf(ma1.sim) ma1<-arima(ma1.sim, order=c(0,0,1), include.mean=F) ma1 ma2<-arima(ma1.sim, order=c(0,0,2), include.mean=F) ma3<-arima(ma1.sim, order=c(0,0,3), include.mean=F) AIC(ma1,ma2,ma3, k = 2) BIC(ma1,ma2,ma3) res<-residuals(ma1) ts.plot(res) acf(res) pacf(res) Box.test(res,lag=1, type=c("Ljung-Box")) predict(ma1, n.ahead = 4) (fma1<-forecast(ma1, h=4)) plot(fma1)