III Analytical 5. Figure below shows four correlograms. Select the appropriate process (AR, MA, WN, Seasons) and the associated lag order in the correlogram presented in each case: Autocorrelation Partial Correlation Autocorrelation تماما (a) Partial Correlation (c) AC PAC Q-Stat Prob 1 0.073 0.073 0.7030 0.402 2 0.015 0.010 0.7328 0.693 3 -0.047 -0.049 1.0293 0.794 4 0.057 0.065 1.4700 0.832 5 0.047 0.040 1.7688 0.880 6 -0.032 -0.043 1.9049 0.928 7 -0.062 -0.052 2.4311 0.932 8 -0.063 -0.054 2.9870 0.935 9 -0.002 -0.001 2.9878 0.965 10 -0.006 -0.007 2.9921 0.982 11 0.003 0.008 2.9931 0.991 12 0.201 0.216 8.8103 0.719 AC PAC Q-Stat Prob 1 0.346 0.346 15.646 0.000 2 0.691 0.649 78.713 0.000 0.240 -0.133 86.403 0.000 3 4 0.414 -0.099 109.43 0.000 5 0.173 0.058 113.49 0.000 6 0.256 0.018 122.42 0.000 7 0.118 -0.025 124.33 0.000 8 0.110 -0.097 126.02 0.000 9 0.054 -0.005 126.43 0.000 10 -0.003 -0.047 126.43 0.000 11 -0.061 -0.138 126.97 0.000 12 -0.038 0.084 127.18 0.000 Autocorrelation I Autocorrelation Partial Correlation AC PAC Q-Stat Prob 1 0.949 0.949 118.05 0.000 2 0.877 -0.244 219.60 0.000 3 0.795 -0.100 303.65 0.000 4 0.707 -0.070 370.75 0.000 5 0.617 -0.066 422.20 0.000 6 0.526 -0.047 459.91 0.000 7 0.437 -0.031 486.23 0.000 8 0.351 -0.049 503.32 0.000 9 0.258 -0.151 512.62 0.000 10 0.163 -0.071 516.36 0.000 11 0.073 -0.010 517.12 0.000 12 -0.005 0.016 517.13 0.000 Partial Correlation (d) (b) AC PAC Q-Stat Prob 1 0.982 0.982 504.86 0.000 2 0.973 0.218 1000.8 0.000 3 0.968 0.201 1493.1 0.000 4 0.960 -0.021 1978.1 0.000 0.953 0.008 2456.4 0.000 5 6 0.946 0.028 2929.4 0.000 7 0.940 0.003 3396.7 0.000 8 0.933 0.009 3858.2 0.000 9 0.927 0.015 4314.8 0.000 10 0.919 -0.054 4764.4 0.000 11 0.912 0.015 5208.3 0.000 12 0.912 0.202 5653.1 0.000 13 0.896 -0.417 6082.6 0.000 14 0.886 0.061 6503.3 0.000
III Analytical 5. Figure below shows four correlograms. Select the appropriate process (AR, MA, WN, Seasons) and the associated lag order in the correlogram presented in each case: Autocorrelation Partial Correlation Autocorrelation تماما (a) Partial Correlation (c) AC PAC Q-Stat Prob 1 0.073 0.073 0.7030 0.402 2 0.015 0.010 0.7328 0.693 3 -0.047 -0.049 1.0293 0.794 4 0.057 0.065 1.4700 0.832 5 0.047 0.040 1.7688 0.880 6 -0.032 -0.043 1.9049 0.928 7 -0.062 -0.052 2.4311 0.932 8 -0.063 -0.054 2.9870 0.935 9 -0.002 -0.001 2.9878 0.965 10 -0.006 -0.007 2.9921 0.982 11 0.003 0.008 2.9931 0.991 12 0.201 0.216 8.8103 0.719 AC PAC Q-Stat Prob 1 0.346 0.346 15.646 0.000 2 0.691 0.649 78.713 0.000 0.240 -0.133 86.403 0.000 3 4 0.414 -0.099 109.43 0.000 5 0.173 0.058 113.49 0.000 6 0.256 0.018 122.42 0.000 7 0.118 -0.025 124.33 0.000 8 0.110 -0.097 126.02 0.000 9 0.054 -0.005 126.43 0.000 10 -0.003 -0.047 126.43 0.000 11 -0.061 -0.138 126.97 0.000 12 -0.038 0.084 127.18 0.000 Autocorrelation I Autocorrelation Partial Correlation AC PAC Q-Stat Prob 1 0.949 0.949 118.05 0.000 2 0.877 -0.244 219.60 0.000 3 0.795 -0.100 303.65 0.000 4 0.707 -0.070 370.75 0.000 5 0.617 -0.066 422.20 0.000 6 0.526 -0.047 459.91 0.000 7 0.437 -0.031 486.23 0.000 8 0.351 -0.049 503.32 0.000 9 0.258 -0.151 512.62 0.000 10 0.163 -0.071 516.36 0.000 11 0.073 -0.010 517.12 0.000 12 -0.005 0.016 517.13 0.000 Partial Correlation (d) (b) AC PAC Q-Stat Prob 1 0.982 0.982 504.86 0.000 2 0.973 0.218 1000.8 0.000 3 0.968 0.201 1493.1 0.000 4 0.960 -0.021 1978.1 0.000 0.953 0.008 2456.4 0.000 5 6 0.946 0.028 2929.4 0.000 7 0.940 0.003 3396.7 0.000 8 0.933 0.009 3858.2 0.000 9 0.927 0.015 4314.8 0.000 10 0.919 -0.054 4764.4 0.000 11 0.912 0.015 5208.3 0.000 12 0.912 0.202 5653.1 0.000 13 0.896 -0.417 6082.6 0.000 14 0.886 0.061 6503.3 0.000
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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Transcribed Image Text:III Analytical
5. Figure below shows four correlograms. Select the appropriate process (AR, MA, WN, Seasons)
and the associated lag order in the correlogram presented in each case:
Autocorrelation Partial Correlation
Autocorrelation
معلمالم
(a)
Partial Correlation
- - - - -
(c)
AC PAC Q-Stat Prob
1 0.073 0.073 0.7030 0.402
2 0.015 0.010 0.7328 0.693
3 -0.047 -0.049 1.0293 0.794
4 0.057 0.065 1.4700 0.832
5 0.047 0.040 1.7688 0.880
6 -0.032 -0.043 1.9049 0.928
7 -0.062 -0.052 2.4311 0.932
8 -0.063 -0.054 2.9870 0.935
9 -0.002 -0.001 2.9878 0.965
10 -0.006 -0.007 2.9921 0.982
11 0.003 0.008 2.9931 0.991
12 0.201 0.216 8.8103 0.719
AC PAC Q-Stat Prob
1 0.346 0.346 15.646 0.000
0.691 0.649 78.713 0.000
2
3 0.240 -0.133 86.403 0.000
5
4 0.414 -0.099 109.43 0.000
0.173 0.058 113.49 0.000
6 0.256 0.018 122.42 0.000
7 0.118 -0.025 124.33 0.000
9
8 0.110 -0.097 126.02 0.000
0.054 -0.005 126.43 0.000
10 -0.003 -0.047 126.43 0.000
11 -0.061 -0.138 126.97 0.000
12 -0.038 0.084 127.18 0.000
Autocorrelation
Autocorrelation Partial Correlation
Partial Correlation.
(d)
(b)
AC PAC Q-Stat Prob
1 0.949 0.949 118.05 0.000
2 0.877 -0.244 219.60 0.000
3 0.795 -0.100 303.65 0.000
4 0.707 -0.070 370.75 0.000
5 0.617 -0.066 422.20 0.000
6 0.526 -0.047 459.91 0.000
7 0.437 -0.031 486.23 0.000
8 0.351 -0.049 503.32 0.000
9 0.258 -0.151 512.62 0.000
10 0.163 -0.071 516.36 0.000
11 0.073 -0.010 517.12 0.000
12 -0.005 0.016 517.13 0.000
AC PAC Q-Stat Prob
1 0.982 0.982 504.86 0.000
2 0.973 0.218 1000.8 0.000
3 0.968 0.201 1493.1 0.000
4 0.960 -0.021 1978.1 0.000
5 0.953 0.008 2456.4 0.000
6 0.946 0.028 2929.4 0.000
7 0.940 0.003 3396.7 0.000
8 0.933 0.009 3858.2 0.000
9 0.927 0.015 4314.8 0.000
10 0.919 -0.054 4764.4 0.000
11 0.912 0.015 5208.3 0.000
12 0.912 0.202 5653.1 0.000
13 0.896 -0.417 6082.6 0.000
14 0.886 0.061 6503.3 0.000
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