Answered step by step
Verified Expert Solution
Question
1 Approved Answer
. 2 ARMA model 2.1 Random simulation (1) Please use a computer to simulate the dynamic changes of the following models, and draw a 22
.
2 ARMA model 2.1 Random simulation (1) Please use a computer to simulate the dynamic changes of the following models, and draw a 22 layout. yt=0.7yt1+t,yt=0.7yt10.49yt2+t,yt=t0.7t1,yt=0.7yt10.49yt2+t+0.7t1,tN(0,1)tN(0,1)tN(0,1)tN(0,1) Please judge whether the second model meets the requirements of stable timing, and give the basis for judgment. (2) Please make the autocorrelation two-digit graph and partial autocorrelation two-digit graph of the ARMA model above, and analyze the reasons for its changes. 2 ARMA model 2.1 Random simulation (1) Please use a computer to simulate the dynamic changes of the following models, and draw a 22 layout. yt=0.7yt1+t,yt=0.7yt10.49yt2+t,yt=t0.7t1,yt=0.7yt10.49yt2+t+0.7t1,tN(0,1)tN(0,1)tN(0,1)tN(0,1) Please judge whether the second model meets the requirements of stable timing, and give the basis for judgment. (2) Please make the autocorrelation two-digit graph and partial autocorrelation two-digit graph of the ARMA model above, and analyze the reasons for its changes Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started