H20 - H20 HW10 (due Apr. 17) Problem 1 Problem 2 Find the...

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H20 HW10 (due Apr. 17) Problem 1 Find the normalized spectral density of MA(3). Problem 2 The graphs below show the sample ASF (left) and PASF (right) of 250 observations of a time series with sample mean 10. On the basis of the available information, choose an ARMA model for the data, explaining your choice. -1.00 -.80 -.60 -.40 -.20 .00 .20 .40 .60 .80 1.00 0 5 10 15 20 25 30 35 40 Sample ACF 0 5 Sample PACF Problem 3 Suppose you have a record (from 1 0 X = to 90 2 X = ) of time series 1 0.8 tt t X XZ =+ with normal ~ W . Give the best linear predictor and a 95% prediction interval for N(0, 0.5) t Z 95 X . _________________________________________________________________________________________________________
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This note was uploaded on 09/23/2009 for the course MATH 200 taught by Professor Gur during the Spring '09 term at Accreditation Commission for Acupuncture and Oriental Medicine.

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