This preview shows pages 1–4. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: (C) N=200 As the increase in sample size, the plot become more likely to the Theoretical one. 5 10 15 20 0.0 0.2 0.4 0.6 Lag Partial ACF 200 realization of PACF Rcode Q3 ###(a) n<ARMAacf(ar = 0.75,ma = 0, lag.max = 20,pacf = FALSE) plot(n,main=’Theoretical ACF’) p<arima.sim(model=list(ar=0.75),10000000) o<pacf(p) plot(o,main="Theoretical PACF") ###(b) x<arima.sim(model=list(ar=0.75),50) y<acf(x) plot(y,main="50 realizations of ACF") v<pacf(x) plot(v,main="50 realizations of PACF") ###(c) g<arima.sim(model=list(ar=0.75),200) l<acf(g) plot(l,main="200 realizations of ACF") t<pacf(g) plot(t,main="200 realizations of PACF")...
View
Full
Document
This note was uploaded on 06/12/2011 for the course ASB 2003 taught by Professor Kim during the Three '11 term at University of New South Wales.
 Three '11
 kim

Click to edit the document details