Question
In this problem fit an AR(p) model to the data set hare from the TSA library. Note the code to fit an AR(p) model is
In this problem fit an AR(p) model to the data set "hare" from the TSA library. Note the code to fit an AR(p) model is arima(hare,order=c(p,0,0)). To get the data use the following code.
library(TSA) data(hare)
(a)Fit an AR(p) model for the data hare. Explain how p was selected.
(b)Write down the equation for the model. Include the estimated distribution for the errors.
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Measure And Integral
Authors: Martin Brokate, Götz Kersting
1st Edition
331915365X, 9783319153650
