Observation data {X_1,...,Xn} give the sample partial autocorrelation function values alpha(1)=0.9, alpha(2)=0.5,alpha(3)=-0.1, alpha(4)=0.2, alpha(5)=0.1. Based on these values, what is the appropriate order p of theautoregressive process AR(p) to model this dataset?A 2с 4DFor process X_n=2X_{n-1}-X_{n=2}+Z_n, where Z_n is white noise, which statement is true?A The process is stationaryВAfter difference, the process is stationaryCAfter the second difference, the process is stationaryDNone of the above

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Answered: Observation data {X_1,...,Xn} give the…

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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Observation data {X_1,...,Xn} give the sample partial autocorrelation function values alpha(1)=0.9, alpha(2)=0.5, alpha(3)=-0.1, alpha(4)=0.2, alpha(5)=0.1. Based on these values, what is the appropriate order p of the autoregressive process AR(p) to model this dataset? A 2 B 3 C 4 D 5