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Hi, Requesting urgent help in answering the question below. Please provide clear calculation steps, and explanations where necessary. (a) You are given a sample of
Hi, Requesting urgent help in answering the question below. Please provide clear calculation steps, and explanations where necessary.
(a) You are given a sample of 100 time series data points, the last 5, of which are 73, 78, 76, 79, 77. After subtracting the sample mean from each data points, the first four SACF are r(0) = = = 1.13 and r(3) = 0.79. (i) Suggest a model for the data giving a justification (ii) Provide (MOM) estimates of all the parameters (including 02) in the model. (iii) Predict the next three values. (b) Consider the following time series model: xt - 0.8xt_12 + 0.48xt_13 0 6X_ 0.8Xt_24 + 0.48Xt_25 0.6Et1 0.6et12 + 0.36Et_13 (i) Is it stationary ? Justify it. (ii) Classify it as a SARIN'IA(p, d, q) x (P, D, Q) s model (state the values of Q, s).
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