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For the following time series yt: (t,y): (1,2), (2,3), (3,6), (4,4), (5,5), (6,6), (7,7), (8,2), (9,5), (10,8) a. Compute and plot the sample autocovariances, Yk, for lag k = 0, 1, 2 and 3. b. Compute and plot the sample autocorrelations, rk, for lag k = 0, 1, 2 and 3. c. Compute and plot the sample partial autocorrelations, rkk, for lag k = 0, 1, 2 and 3.

For the following time series yt: (t,y): (1,2), (2,3), (3,6), (4,4), (5,5), (6,6), (7,7), (8,2), (9,5), (10,8) a. Compute and plot the sample autocovariances, Yk, for lag k = 0, 1, 2 and 3. b. Compute and plot the sample autocorrelations, rk, for lag k = 0, 1, 2 and 3. c. Compute and plot the sample partial autocorrelations, rkk, for lag k = 0, 1, 2 and 3.

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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For the following time series y: (t, y.): (1,2), (2,3), (3,6), (4,4), (5,5), (6, 6), (7,7), (8, 2), (9,5), (10,8) a. Compute and plot the sample autocovariances, 7, for lag k = 0, 1,2 and 3. b. Compute and plot the sample autocorrelations, rk, for lag k = 0, 1,2 and 3. c. Compute and plot the sample partial autocorrelations, r, for lag k = 0, 1, 2 and 3.
Transcribed Image Text:For the following time series y: (t, y.): (1,2), (2,3), (3,6), (4,4), (5,5), (6, 6), (7,7), (8, 2), (9,5), (10,8) a. Compute and plot the sample autocovariances, 7, for lag k = 0, 1,2 and 3. b. Compute and plot the sample autocorrelations, rk, for lag k = 0, 1,2 and 3. c. Compute and plot the sample partial autocorrelations, r, for lag k = 0, 1, 2 and 3.
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