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
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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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
1
0.959 0.959 127.73 0.000
2
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
6
0.602 -0.036 536.44 0.000
7
0.527 -0.026
576.84 0.000
8
0.452 -0.063 606.77 0.000
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
Transcribed Image Text: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 1 0.959 0.959 127.73 0.000 2 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 6 0.602 -0.036 536.44 0.000 7 0.527 -0.026 576.84 0.000 8 0.452 -0.063 606.77 0.000 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
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