(b) Plot the ACF and PACF of the errors to verify that an AR(1) model for the...

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(b) Plot the ACF and PACF of the errors to verify that an AR(1) model for the errors is appropriate.

8.2

(a) Fit a linear regression model with an AR(1) proxy model for error to the Lake Huron data given in Table 8-4 using the year as the explanatory variable.

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Forecasting Methods And Applications

ISBN: 9780471532330

3rd Edition

Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman

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(b) Plot the ACF and PACF of the errors to verify that an AR(1) model for the errors is appropriate. 8.2 (a) Fit a linear regression model with an AR(1) proxy model for error to the Lake Huron data...
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(b) Plot the ACF and PACF of the errors to verify that an AR(1) model for the...

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Forecasting Methods And Applications

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