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Hi, Requesting Urgent help in answering the question below in the picture. Please include detailed explanations where necessary. The sample autocorrelation function (SACF) and the
Hi, Requesting Urgent help in answering the question below in the picture. Please include detailed explanations where necessary.
The sample autocorrelation function (SACF) and the sample partial auto- correlation function {SPACE are calculated from a time series of size 50. The values at the rst three lags are shown in the table below Lag SACF SPACF 1 0.854 0.854 2 0.820 0.371 3 0.762 0.085 and the sample variance is if (0) = 1.253. (i) Based on the table alone, suggest a model for the data. Give reasons why you select your model. (ii) Consider the AR(1) model Y}. = GIYtl + 5:: where E; is a white noise error term with mean zero and variance 0\". With the help of Yule-Walker and the table of values above, calculate method of moments estimates a] and 32 for 051 and 02. {iii} Consider the AR(2) model K = GIYtl + an2 + 5:: where E; is a white noise error term with mean zero and variance 0\". With the help of Yule-Walker and the table of values above, calculate method of moments estimates a], a; and 32 for or], or; and :72Step by Step Solution
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