Use R to plot theoretical ACVF and PACF by hand of the folowing models. (a) MA(3) (b) AR(2) (c) ARMA(2,2)
set.seed(456) ## Simulate MA(3) sample of size 100 ma_sim<-arima.sim(model=list(ma=c(-.2,.1,0.7)),n=100) #Plotting MA2 time setries plot(ma_sim) #Plotting ACF & PACF graph acf(ma_sim) pacf(ma_sim)
## Simulate AR2 sample of size 100 ar_sim<-ts(arima.sim(model=list(ar=c(.9,-.2)),n=100)) #Plotting AR2 time setries plot(ar_sim) #Plotting ACF & PACF graph acf(ar_sim) pacf(ar_sim)
## Simulate ARMA2 sample of size 100 arma_sim<-ts(arima.sim(model=list(ar=c(.9,-.2) , ma=c(-.2,.1)),n=100)) #Plotting ARMA2 time setries plot(arma_sim) #Plotting ACF & PACF graph acf(arma_sim) pacf(arma_sim)
Use R to plot theoretical ACVF and PACF by hand of the folowing models. (a) MA(3)...
5. For the processes X 0.4X,-1 Zt -0.7Zi-1, (i) Simulate and plot 100 values of the processes; (ii) Compute and graph their theoretical ACF and PACF using R. (iii) Compute and graph their sample ACF and PACF using R. How do sample functions compare to their theoretical counterparts? (iv) Analyze smoothness of the simulated processes using their ACF's. Please include the code with clear comments explaining the meaning of the code. Make sure to label the graphs.
5. For the...
Consider the MA(1) model x5 wt 0.6W-1 with the w assumed to be jid N0,02). A. Give a numerical value for the first lag autocorrelation. B. Give a numerical value for the second lag autocorrelation. C. Describe the appearance of the ACF for this model. D. Use R to sketch the ACF for this model. The commands are: acfprob3-ARMAacfíma-c(.6), lag max-10) plot seal0,10), acfprob3, xlm-c(1.10), lab-"lags", type-"h") (In the plot command, the type-"h" causes projections from the value to the...
Let l, ||2|2 = ((r)2)12 2 e ||| of folowing vectors of R. | x|10 = max1<i<3 |X4| are norms of R3. Calcule ||||1, e (c)x = (1,1,1) (b)x (-1,-1, 2), (a)x = (-3,4,0),
Questiorn a. use technolo find an exponential function that models the data and plot the function over a scatter plot of the data; b.calculate the residuals; and c. plot the residuals The table shows the temperature of a pizza over three-minute intervals after it is removed from the oven. Time Temperature 440 3360 280 a240 200 140 130 21 120 12 15 18 Find an ex.ponential regression function for the data. Round a to the nearest whole number and b...
Can we use R^2 (R-squared) to compare these models?
Why or why not?
Bo R = 0.28 R = 0.35 R = 0.38 to R = 0.22 Model A: Model B: log(y) 5.65 + 0.75 x1 0.34 0.25 x1 Model C: log(y) Model D: y 0.30 log(r1) 62.4 log(a1) -2.01 -3.4
[8] Plot the following complex number in the complex plane, write it in "long-hand" polar form with the argument in degrees, and write it in rectangular form. 137 5 cis 18 long-hand: rectangular: 19] Simplify (2)3 + 2i)". Write and circle your answer in both r cis 0 and x + yi form. [10] Solve for the variable over C. Circle answers in r cis form. x = 641 [11] Solve for the variable over C. Circle answers in rcise...
Problem 1: Let y()- r(t+2)-r(t+1)+r(t)-r(t-1)-u(t-1)-r(t-2)+r(t-3), where r(t) is the ramp function. a) plot y(t) b) plot y'() c) Plot y(2t-3) d) calculate the energy of y(t) note: r(t) = t for t 0 and 0 for t < 0 Problem 2: Let x(t)s u(t)-u(t-2) and y(t) = t[u(t)-u(t-1)] a) b) plot x(t) and y(t) evaluate graphically and plot z(t) = x(t) * y(t) Problem 3: An LTI system has the impulse response h(t) = 5e-tu(t)-16e-2tu(t) + 13e-3t u(t) The input...
I don't understand how the answer for I1=7.99, I2=1.75, &
I3=6.24 as theoretical current. Use the number provided in the data
table not the diagram! Thank you
34 LABORATORY 3 4 Kirchhoff's Rules LABORATORY REPORT Data Table 1 Power Supply Voltages V 5.00 V & =_10.00 Calculations Table 1 Kirchhoffs rules for the circuit (1) KCR- (2) KVR1- (3) KVR2- E2 Theoretical Current (mA) % Error Experimental to Theoretical Current Resistor Values (9) Ri= 462 R2= 750 R3 = 1008...
Problem 3: The length of time to failure (in hundreds of hours) for a transistor is a random variable X with the CDF given below: 2 F(x)lTe; x20 (a) Plot the CDF by hand. (b) Derive the pdf of this random variable. (c) Compute the P(Xs0.4) 0; x<0 (d) Compute the probability that a randomly selected transistor operates for at least 200 hours.
Problem 3: The length of time to failure (in hundreds of hours) for a transistor is a...
- y(t)=r (+)-r(t-1)-rt 3)- u(4-3) +u4-4) where r() is the ramp function. a plot y(t) b) plot z(t) c) plot y' (t) d calculate the energy of y(t) r(t)=t for t o O for tco