Assignment2_Summer2023_Q2

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School

University of Toronto *

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STAD37

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Statistics

Date

Jan 9, 2024

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pdf

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Uploaded by CountMusicKoala33

University of Toronto - Department of Statistical Sciences Summer 2023 STA457-H1S L5101: Time Series Analysis Assignment 2 Due data July 23, 2023 Student Name ........................................................... ID number ........................................................... Instructions: Show your answers in details. Q2 (20 points): Consider the air passenger series from the datasets package. 1. Plot the series and its logarithm transformation. Explain why the logarithm would be an appropriate in the model formulation for this time series. (5 pts) 2. Fit the following two models to the logarithm air passenger series: (5 pts) log( x t ) = β 0 + β 1 t + β 2 cos(2 πt ) + β 3 sin(2 πt ) + w t log( x t ) = β 0 + β 1 t + β 2 t 2 + β 3 cos(2 πt ) + β 4 sin(2 πt ) + w t 3. calculate the information criterion (AIC and BIC) and decide which model might fit the series better? (5 pts) 4. Use the appropriate plots and check the model assumptions for the model that you selected in part (3). (5 pts) 1

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Assignment2_Summer2023_Q2

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