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Hi Guys, am doing this time series question. im not sure how we are supposed to know that the conditional distirbution is N(alphaX_t-1,...
Hi all, Sorry - me again. I think i have a bit of a gap in my understanding. So i do understand that the graph on page 659 on the CMP clearly...
Hi Guys, Im just doing this question. Ive found the autocorrelation at lag 0 and 1, in my usual way - at lag 0 is the variance, at lag 1 using...
Hi, Quick question: The Core Reading for Time Series (Chapter 13, pg 37 in 2019 version) says: "In many circumstances an autoregressive model is...
Hi, Sept 2021 Question 7(iii) provides a 'first Yule Walker' equation and asks students to provide the 'second and third Yule Walker' equations....
Hi, The solution to Q14.3(i) (at end of Chapter 14 Time Series 2, in the 2019 version of material) mentions the two criteria to determine the...
For this question(CS2 September 2020 Paper B Question 1 Part vi), solution given in the examiner report is : set.seed(967) ACF2MA=1:1000...
Hi all On page 31 of chapter 13 of CS2, there is the following in the first solution: “The polynomial can be factorized as (1+3z)(1-z), so it’s...
So the question asks whether this is a stationary time series: (i) Xt = sin(wt + U), where U is uniformly distributed on [0,2pi] The solution...
