For the following data • Compute and plot the values of (h) and r, at lags h 0, 1, 2, 3 and 4. • Use Levinson-Durbin recursion method and Yule-Walker equations to calculate rhh at lags h 0, 1,2, 3 and 4. Compare the results! • Test the null hypothesis that the autocorrelation at each of these lags equals %3D zero.

For the following data • Compute and plot the values of (h) and r, at lags h 0, 1, 2, 3 and 4. • Use Levinson-Durbin recursion method and Yule-Walker equations to calculate rhh at lags h 0, 1,2, 3 and 4. Compare the results! • Test the null hypothesis that the autocorrelation at each of these lags equals %3D zero.

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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