Question

Your time series data are as follows.
-1.899 0.712 1.805 1.642 1.217 0.66 2.127 2.699 1.779 4.135 2.959 3.463 2.561 1.715 3.872 3.693 4.591 4.513 3.504 3.674
For these data (length 20), plot the times series, plot the acf, and get the acf function numerically. Do the same for the differenced series of length 19.

Your time series data are as follows. 1.899 0.712 1.805 1.642 1.217 0.66 2.127 2.699 1.779 4.135 2.959 3.463 2.561 1.715 3.872 3.693 4.591 4.513 3.504 3.674 For these data (length 20), plot the times series, plot the acf, and get the acf function numerically. Do the same for the differenced series of length 19. Part a) The serial correlations of lags 1,2,3 are: Part b) For the differenced series, the serial correlations of lags 1,2,3 are:

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Answer #1

Time Series data analysis: sample autocorrelation function (or sample ACF) Sample size: T length(x)-20 Mean value of y: 一1.899 ymean (y) 2.471 2 0.712 3 1.805 4 1.642 5 1.217 6 0.66 7 2.127 8 2.699 9 1.779 10 4.135 T-k t+k t:= 0 , 1 . . T-1 T-k t +k yt + k-31-)-48.028511 2.959 12 3.463 13 2.561 14 1.715 15 3.872 16 3.693 17 4.591 18 4.513 19 3.504 20 3.674 ч.k_Y.-)) 24.198 The sample ACF at lagk-1 0.5038 0 t+k)17.2618 The sample ACF at lag k:-2 0.3594 03 The sample ACF at lag k-3 T3: 0.2809 0 k:= 2,3.,7-1 cー t+k The sample ACF function at lag. k1,2..T k-13.6 3- 2.4 1.8 1.2 0.6 0+ 0.6 1.2 1.8 2.4 -3 13 15 17 19Time series plot: 5.2 4.55 3.9 3.25 2.6 1.95 1.3 3 5 9 13 15 17 19 21 0.65 1.3 1.95

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