7) Suggest an appropriate specification of ARMA model for the data, for which the following results were provided to you by Matlab. Justify your choice - explain it. Write the general form of the ARMA model with the values (orders of the AR and MA part) that you have suggested. Sample Autocorrelation 1 0.8 0.6 0.4 0.2 0 -0.2 -04 0 2 4 Sample Autocorrelation Function 6 8 10 Lag 12 14 16 18 20 Sample Partial Autocorrelations 3.4214 2.9690 2.8886 2.8939 3.0126 2.9112 2.8948 2.8977 2.8597 2.8627 2.8694 2.8762 2.8527 2.8695 2.8731 2.8800 0.8 0.6 0.4 0.2 0 -0.2 -0.4 0 Sample Partial Autocorrelation Function 5 10 Lag 15 20 d the BIC matrix (BIC values for models of orders (0,0) to (3,3)) is the following one: BIC = 1.0e+03 *
7) Suggest an appropriate specification of ARMA model for the data, for which the following results were provided to you by Matlab. Justify your choice - explain it. Write the general form of the ARMA model with the values (orders of the AR and MA part) that you have suggested. Sample Autocorrelation 1 0.8 0.6 0.4 0.2 0 -0.2 -04 0 2 4 Sample Autocorrelation Function 6 8 10 Lag 12 14 16 18 20 Sample Partial Autocorrelations 3.4214 2.9690 2.8886 2.8939 3.0126 2.9112 2.8948 2.8977 2.8597 2.8627 2.8694 2.8762 2.8527 2.8695 2.8731 2.8800 0.8 0.6 0.4 0.2 0 -0.2 -0.4 0 Sample Partial Autocorrelation Function 5 10 Lag 15 20 d the BIC matrix (BIC values for models of orders (0,0) to (3,3)) is the following one: BIC = 1.0e+03 *
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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