Question 2For each of the below ACF plots which are obtained for a time series data of 4 different variables of interest:a) Explain the ACF plot. b) Describe what the raw data is likely to look like over time. c) What kind of variable is this plot likely to characterise (e.g., stock prices, exchange rates, temperature, etc.)? 3)0.75-0.50 -0.25 -0.001012lag [1Q]14161820224)0.75 -0.50 -0.25 -0.00265278104130lag [1W]acf Question 2For each of the below ACF plots which are obtained for a time series data of 4different variables of interest:a) Explain the ACF plot. (2 marks).b) Describe what the raw data is likely to look like over time. (2 marks).c) What kind of variable is this plot likely to characterise (e.g., stock prices,exchange rates, temperature, etc.)? (2 marks).1)0.75 -0.50 -0.25 -0.00-2430lag [1M]1836482)0.10 -0.05 -0.00-0.05 --0.10-1015202530LagACFacf

Answer 2: ACF PLOT 1: a) The ACF has positive values that slowly decrease as the lags increase and…

Question 2 For each of the below ACF plots which are obtained for a time series data of 4 different variables of interest: a) Explain the ACF plot. (2 marks). b) Describe what the raw data is likely to look like over time. (2 marks). c) What kind of variable is this plot likely to characterise (e.g., stock prices, exchange rates, temperature, etc.)? (2 marks). 1) 0.75- 0.50 - 0.25 - 0.00 24 30 lag [1M] 12 18 36 42 48 2) 0.10 - 0.05 - 0.00 -0.05 - -0.10 - 10 15 20 25 30 Lag ACF

Question 2 For each of the below ACF plots which are obtained for a time series data of 4 different variables of interest: a) Explain the ACF plot. (2 marks). b) Describe what the raw data is likely to look like over time. (2 marks). c) What kind of variable is this plot likely to characterise (e.g., stock prices, exchange rates, temperature, etc.)? (2 marks). 1) 0.75- 0.50 - 0.25 - 0.00 24 30 lag [1M] 12 18 36 42 48 2) 0.10 - 0.05 - 0.00 -0.05 - -0.10 - 10 15 20 25 30 Lag ACF

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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