4. Calculate the value of the sample autocorrelation r,2 for the time series with values but...
need code from R. Time series with applications in R class 7. Simulate an AR(2) series with фі--1.0, P2 ;--0.6, n-48, but error terms from a t-distribution with five degrees of freedom. (a) Display the partial autocorrelation function for this series. Is an AR(2) model suggested? (b) Estimate and ф2 from the series and comment on the results. (c) Repeat parts a) and b) with a new simulated series under the same conditions and compare the results to the results...
(b) Jan has collected a monthly time series consisting of 167 observations on the differenced log Yen/SAU exchange rate and plotted the sample ACF for the series (see below). Use the QLB(2) statistic to test whether or not the series is a white-noise process at the 5% level of significance. Write down your hypotheses, decision rule and conclusion. [3 marks] Lag-1.00 -0.60-0.20 0.20 0.60 ACF 1.00 I 0.001073 0.121080 1 -0.084039 1 -0.052353 I -0.054732 1 -0.095489 0 . 044049...
Question 4) nhtemp is a built-in R dataset. The nhtemp data frame is a time series which gives the mean annual temperature in New Haven, Connecticut, from 1912 to 1970. Thus, there are 60 measurements. We are interested in some descriptive statistics related to nhtemp. We can access the data directly by using the assignment x <- nhtemp (In R use ?nhtemp for info on this dataset.) The values of nhtemp or x if defined as above are: [1] 49.9...
Calculate the wavelengths (nm) of the lines in the Balmer Series from the values of ninitial and nfinal using equations (4) and (2) presented in your lab. Show one sample calculation for line 1 (Balmer-a) in your lab notebook, and enter the values in the table below (whole numbers only, except for column 4, use 3 sig figs). The spectral lines are grouped into series according to n'. Lines are named sequentially starting from the longest wavelength/lowest frequency of the...
1. Using the Fourier series analysis Equation 3 for the periodic function r(t) shown in Figure 2.1, determine both the DC coefficient ao and a general expression for the other Fourier series coefficients ak. Do this by hand, not in Matlab. Show all your work in your lab report. You can add these pages as hand-written pages, rather than typing them in to your lab report, if you prefer Hint 1: It will be easiest to integrate this function from...
sunspot.year is a built-in R time series dataset which gives the mean yearly numbers of sunspots from 1700 to 1988 rounded to one digit. This data is maintained up until the current date at WDC-SILSO, Royal Observatory of Belgium. We are interested in some descriptive statistics related to the sunspot.year time series. We can access this data directly and convert the time series into a vector by using the assignment x <- as.vector(sunspot.year). (In R use ?sunspot.year for info on...
Answer 4 & 5 please! thank you! R values = Resistor value, R1 = 990 Ohms Resistor value, R2 = 2050 Ohms 4. Connect the 2nd resistor in parallel with the 1st resistor and connect that combination to the battery. Measure the following: The current passing through the R1, I1 = ___0.0058____ A The current passing through the R2, I2 = ___0.0031____ A The current supplied by the battery, I = ___0.0092____ A Calculate I1 + I2 =...
The sample data x1,x2,...,xn sometimes represents a time series, where xt = the observed value of a response variable x at time t. Often the observed series shows a great deal of random variation, which makes it difficult to study longer-term behavior. In such situations, it is desirable to produce a smoothed version of the series. One technique for doing so involves exponential smoothing. The value of a smoothing constant α is chosen (0 < α < 1). Then with...
this is Matlab. Three images are consecutive and connected. I NEED PROBLEM 2 Chapter 6 Programming in Matlab Week 6 THE ALTERNATING HARMONIC SERIES The alternating harmonic series converges to the natural log of 2 +--...-In(2) = 0.6931471806 -1--+ Because of this, we can use the alternating harmonic series to approximate the In(2). But how far out do you have to take the series to get a good approximation of the final answer? We can use a while loop to...
Question 5-7 2 Gamma waiting times (frequentist) Suppose we model a sample of times between arrivals of the 1 train of the New York City subway at the 116th Street station, y1, . . . , Yn, as IID random variables Y1, ... , Yn sampled from a Gam(v, 1) distribution, for some unknown v and X. 1. What is the joint log-likelihood, In fy ...Y|0,1(91, ... , Yn | v, 4)? [5 mark(s)] 2. For a fixed value of...