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Based on this information alone, which ARIMA model(s) would we consider for the series?

Based on this information alone, which ARIMA model(s) would we consider for the series?

MATLAB: An Introduction with Applications
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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Applied time series

q ως και Σ.p n Var(rk) + 2 j=1 for k> q (6.1.11)
Transcribed Image Text:q ως και Σ.p n Var(rk) + 2 j=1 for k> q (6.1.11)
2. The sample ACF for a series and its first difference are given in the following table. Here n = 100. Lag ACF for Yt ACF for VY 1 2 3 4 5 6 0.97 0.97 0.93 0.85 0.80 0.71 -0.42 0.18 -0.02 0.07 -0.10 -0.09 Based on this information alone, which ARIMA model(s) would we consider for the series? (Hint: Use Eq. (6.1.11) to estimate Var(rk), then conduct a Z-test for Ho: The series is MA (k-1) for VYt.)
Transcribed Image Text:2. The sample ACF for a series and its first difference are given in the following table. Here n = 100. Lag ACF for Yt ACF for VY 1 2 3 4 5 6 0.97 0.97 0.93 0.85 0.80 0.71 -0.42 0.18 -0.02 0.07 -0.10 -0.09 Based on this information alone, which ARIMA model(s) would we consider for the series? (Hint: Use Eq. (6.1.11) to estimate Var(rk), then conduct a Z-test for Ho: The series is MA (k-1) for VYt.)
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