2. Based on the following correlogram, answer the following questions. (a) Is the series a white noise process? Why? (b) Which model would you propose to fit here? Autocorrelation Partial Correlation AC PAC Q-Stat Prob I 1 2 0.959 0.959 127.73 0.000 0.897 -0.267 240.45 0.000 3 0.829 -0.067 337.32 0.000 4 0.754 -0.082 418.26 0.000 5 0.678 -0.045 484.16 0.000 0.602 -0.036 536.44 0.000 0.527 -0.025 576.84 0.000 0.452 -0.063 606.77 0.000 6 7 8 9 0.374 -0.090 627.40 0.000 10 0.292 -0.097 640.06 0.000 11 0.211 -0.022 646.74 0.000 12 0.137 0.015 649.58 0.000
2. Based on the following correlogram, answer the following questions. (a) Is the series a white noise process? Why? (b) Which model would you propose to fit here? Autocorrelation Partial Correlation AC PAC Q-Stat Prob I 1 2 0.959 0.959 127.73 0.000 0.897 -0.267 240.45 0.000 3 0.829 -0.067 337.32 0.000 4 0.754 -0.082 418.26 0.000 5 0.678 -0.045 484.16 0.000 0.602 -0.036 536.44 0.000 0.527 -0.025 576.84 0.000 0.452 -0.063 606.77 0.000 6 7 8 9 0.374 -0.090 627.40 0.000 10 0.292 -0.097 640.06 0.000 11 0.211 -0.022 646.74 0.000 12 0.137 0.015 649.58 0.000
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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