Homework 5

The ie c olumn d t c ontains a dec imal r epr

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Unformatted text preview: of the r ec or d. The ie c olumn d t c ontains a dec imal r epr esentation of the date, i.e. 1911.750 is Oc tober 1911. ae 1. Estimate the spec tr um of the l og ari thm of flow. Make sur e you show evidenc e you exper imented with the amount of smoothing, but you need only show your final plot. 2. Fit a smooth tr end to the logar ithm of flow, and estimate the spec tr um of the resi d u al s. How does this spec tr um differ fr om the one in par t 1.? 3. Fit a har monic r egr ession to the r esiduals fr om 2, using the estimated spec tr um to c hoose the number and fr equenc ies of the per iodic c omponents. stat565. cw ick . co. nz/ homew ork s/ homew ork -5. html 1/ 2 12/ 2/ 13 Homew ork 5. stat565 4. Examine the r esiduals fr om the har monic r egr ession using both the ACF/PACF and per iodogr am. Is ther e any evidenc e of r emaining autoc or r elation? stat565. cw ick . co. nz/ homew ork s/ homew ork -5. html 2/ 2...
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This homework help was uploaded on 04/04/2014 for the course ST 565 taught by Professor Staff during the Spring '08 term at Oregon State.

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