5. Consider the MA(4) model with p1 = 0.8, p2 = 0.6, p3 = 0.4 and p4 = 0.2. II a) Sketch the ACF plot. b) Now, let 01 = 0.8, 02 = 0.6, 63 = 0.4 and 04 = 0.2. Generate n = of this MA(4) time series. Then, compute and plot the sample autocorrela 150 observat %3D %3D
5. Consider the MA(4) model with p1 = 0.8, p2 = 0.6, p3 = 0.4 and p4 = 0.2. II a) Sketch the ACF plot. b) Now, let 01 = 0.8, 02 = 0.6, 63 = 0.4 and 04 = 0.2. Generate n = of this MA(4) time series. Then, compute and plot the sample autocorrela 150 observat %3D %3D
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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