(28) Take the AR(2) process data in Sect. A5.2 and fit an AR(1) process to it. Analyse...

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(28) Take the AR(2) process data in Sect. A5.2 and fit an AR(1) process to it.

Analyse the residuals and fit. Comment on the results. Repeat, but using an AR(3) model. Compare the two models with the accurate AR(2) model (see Example 5.8 for the model). What happens when amodel is over- or underfit?

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Statistics For Chemical And Process Engineers A Modern Approach

ISBN: 9783030831899

2nd Edition

Authors: Yuri A.W. Shardt

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Question Posted: Sep 23, 2024 04:00 AM

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(28) Take the AR(2) process data in Sect. A5.2 and fit an AR(1) process to it. Analyse...

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Statistics For Chemical And Process Engineers A Modern Approach

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