Unformatted text preview: 3. (1 point each) Identify the following model with ACF and PACF. First, you need to read the data from the web by typing > load(url(‘http://www.pstat.ucsb.edu/faculty/choih/PSTAT174/hw3.r’)) Now you have three time series in R  ts1, ts2, ts3. You need to provide the plots for the following questions. (a) Plot ACF and PACF of ts1. Which model would you ﬁt ts1? Explain. a. AR(1) b. MA(1) c. AR(2) d. MA(2) e. ARMA(1,1) (b) Plot ACF and PACF of ts2. Which model would you ﬁt ts2? Explain. a. AR(1) b. MA(1) c. AR(2) d. MA(2) e. ARMA(1,1) (c) Plot ACF and PACF of ts3. Which model would you ﬁt ts3? Explain. a. AR(1) b. MA(1) c. AR(2) d. MA(2) e. ARMA(1,1)...
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This note was uploaded on 05/01/2009 for the course PSTAT 120A taught by Professor Mackgalloway during the Spring '08 term at UCSB.
 Spring '08
 MACKGALLOWAY

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