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Unformatted text preview: ) } against t . (b) Plot the time series {5 Z ( t ) } against t . (c) Plot the time series {5 2 Z ( t ) } against t . (d) Plot the autocorrelation of { Z ( t ) } with Maximum Lag k = 36. (e) Plot the autocorrelation of {5 Z ( t ) } with Maximum Lag k = 36. (f) Plot the autocorrelation of {5 2 Z ( t ) } with Maximum Lag k = 36. (g) Plot the partial autocorrelation of {5 Z ( t ) } with Maximum Lag k = 36. (h) Plot the partial autocorrelation of {5 2 Z ( t ) } with Maximum Lag k = 36. (i) Specify a tentative ARIMA model for the { Z ( t ) } . Explain. NOTE: The data set “dataset2.xls” can be downloaded from http://www.sta.cuhk.edu.hk/khwu/courses/sta4005/ under the subsection Time Series Data used for Assignments....
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This note was uploaded on 01/20/2012 for the course STA 4005 taught by Professor ? during the Spring '08 term at CUHK.
 Spring '08
 ?
 Statistics

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