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Unformatted text preview: Shumway and Stoer problem 1.7. 4. (ACF and forecasting) Shumway and Stoer problem 1.10a,b. (Notice that the autocorrelation unction is denoted by , not .) 5. (Computer exercise: AR processes) Shumway and Stoer problem 1.3. 6. (Computer exercise: Sample ACFs) Generate n = 100 observations o the time series rom Shumway and Stoer problem 1.7: X t = W t1 + 2 W t + W t +1 , where { W t } WN (0 , 1). Compute and plot the sample autocorrelation unction. 1...
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This note was uploaded on 10/17/2011 for the course STAT 153 taught by Professor Staff during the Spring '08 term at University of California, Berkeley.
 Spring '08
 Staff

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