handout_1

# handout_1 - ts.plot(w3[2(n3-1,x3,gpars=list(col=c(1,2...

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Sheet1 Page 1 # Problem 1.22 R library(ts) # a win.graph() par(mfrow=c(3,2)) n1 <- 10 + 2 w1 <- ts(rnorm(n1)) ts.plot(w1) acf(w1) x1 <- filter(w1, c(1/3,1/3,1/3)) x1 <- ts(x1[2:(n1-1)]) ts.plot(x1) acf(x1) ts.plot(w1[2:(n1-1)],x1,gpars=list(col=c(1,2))) win.graph() par(mfrow=c(3,2)) n2 <- 100 + 2 w2 <- ts(rnorm(n2)) ts.plot(w2) acf(w2) x2 <- filter(w2, c(1/3,1/3,1/3)) x2 <- ts(x2[2:(n2-1)]) ts.plot(x2) acf(x2) ts.plot(w2[2:(n2-1)],x2,gpars=list(col=c(1,2))) win.graph()

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Sheet1 Page 2 par(mfrow=c(3,2)) n3 <- 1000 + 2 w3 <- ts(rnorm(n3)) ts.plot(w3) acf(w3) x3 <- filter(w3, c(1/3,1/3,1/3)) x3 <- ts(x3[2:(n3-1)]) ts.plot(x3) acf(x3)
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Unformatted text preview: ts.plot(w3[2:(n3-1)],x3,gpars=list(col=c(1,2))) # Problem 1.22 Splus options(object.size = 50000000) # a. n1 <- 10 + 2 w1 <- rnorm(n1) x1 <- moving.ave(w1,3) x1 <- x1\$aves x1 <- x1[3:n1] par(mfrow=c(3,2)) tsplot(x1) acf(x1) n2 <- 100 + 2 w2 <- rnorm(n2) x2 <- moving.ave(w2,3) x2 <- x2\$aves x2 <- x2[3:n2] Sheet1 Page 3 tsplot(x2) acf(x2) n3 <- 1000 + 2 w3 <- rnorm(n3) x3 <- moving.ave(w3,3) x3 <- x3\$aves x3 <- x3[3:n3] tsplot(x3) acf(x3) # b. lag.plot(x1, lags=9, layout=c(3,3)) lag.plot(x2, lags=9, layout=c(3,3)) lag.plot(x3, lags=9, layout=c(3,3))...
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## This note was uploaded on 01/06/2011 for the course STAT 6871 taught by Professor Suess,e during the Summer '08 term at CSU East Bay.

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handout_1 - ts.plot(w3[2(n3-1,x3,gpars=list(col=c(1,2...

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