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Unformatted text preview: outlier. > Box.test(SYNA.DR,20,type="LjungBox") BoxLjung test data: SYNA.DR Xsquared = 9.7501, df = 20, pvalue = 0.9725 The box test returned a pvalue of .9725, showing that is it big and there is white noise present. 3. > ar(SYNA.DR) Call: ar(x = SYNA.DR) Order selected 0 sigma^2 estimated as 0.0008431 > model=arima(SYNA.DR,order=c(0,0,0)) > model Series: SYNA.DR ARIMA(0,0,0) with nonzero mean Coefficients: intercept 1e03 s.e. 8e04 sigma^2 estimated as 0.0008426: log likelihood=3087.59 AIC=6171.17 AICc=6171.17 BIC=6160.61 Samantha Komosinski 10/16/14 Homework 3 Since the beginning of the data strays past the borderlines to a soaring height, we can affirm that there is white noise within the autocorrelation. The pvalue graph shows that the values are random. 4. Because the means are similar over time, we experience stationarity. Samantha Komosinski 10/16/14 Homework 3...
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 Fall '13
 Lin
 Time series analysis, Samantha Komosinski

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