Unformatted text preview: Shumway and Sto²er problem 1.7. 4. (ACF and forecasting) Shumway and Sto²er problem 1.10a,b. (Notice that the autocorrelation ±unction is denoted by ρ , not γ .) 5. (Computer exercise: AR processes) Shumway and Sto²er problem 1.3. 6. (Computer exercise: Sample ACFs) Generate n = 100 observations o± the time series ±rom Shumway and Sto²er 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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 Spring '08
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