Test #2 Answers
STAT 892
Fall 2011
1) (48 total points) Using the separate R code and output handout for this problem, complete the
following.
a) (18 points) The examine.mod() function was run to investigate various aspects of the
estimated model. For eac
Test #1Answers
STAT 892
Fall 2011
1) (20 total points) Consider the following ARMA(1,2) model:
(1-1B)xt = (1 + 1B + 2B2)wt.
Suppose 1=0.4, 1=0.8, and 2=0.3. Answer the questions below.
a) (6 points) Is the model casual? Show your work.
Yes, because the ro
Project #4 Answers
STAT 892
Fall 2011
Complete the following problems below. Within each part, include your R program output with code
inside of it and any additional information needed to explain your answer. Note that you will need to
edit your output a
Project #3 Answers
STAT 892
Fall 2011
1) (34 total points) Complete the following for an ARIMA(1,0,1) model where 1=0.7, 1=0.4, 2 =16,
w
and = 2.
0
a) (3 points) Find xn+m for m = 1, 2, 3.
To make the notation a little easier, I will drop the subscript 1s
Project #2 Answers
STAT 892
Fall 2011
Complete the following problems below. Within each part, include your R program output with code
inside of it and any additional information needed to explain your answer. Note that you will need to
edit your output a
Project #1 Answers
STAT 892
Fall 2011
Complete the following problems below. Within each part, include your R program output with code
inside of it and any additional information needed to explain your answer. Note that you will need to
edit your output a