2. For some time series data y₁, 92, 9120, the sample variance is: 120 1 Σ(yi - g)2 = 1.25 120 and the values of the sample auto-correlation function (SACF) for the first three lags are shown in the table below: 8 = 3 8 = 1 s = 2 0.2385662 0.4475 ACF 0.1331527 (a) Calculate the values for the following sums: 120 120 120 Σ(1-1 - 7)(0% - 5), Σ(1-2-7)(yi - 7), Σ(1-3 - 3)(3 – 3). i=3 (b) Based on the information available, calculate the values of the sample partial auto- correlation function (SPACF) 11 and 22. (c) Provide the system of equations required for evaluating 33, the sample partial auto- correlation function (SPACF) at lag three.
2. For some time series data y₁, 92, 9120, the sample variance is: 120 1 Σ(yi - g)2 = 1.25 120 and the values of the sample auto-correlation function (SACF) for the first three lags are shown in the table below: 8 = 3 8 = 1 s = 2 0.2385662 0.4475 ACF 0.1331527 (a) Calculate the values for the following sums: 120 120 120 Σ(1-1 - 7)(0% - 5), Σ(1-2-7)(yi - 7), Σ(1-3 - 3)(3 – 3). i=3 (b) Based on the information available, calculate the values of the sample partial auto- correlation function (SPACF) 11 and 22. (c) Provide the system of equations required for evaluating 33, the sample partial auto- correlation function (SPACF) at lag three.
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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