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Please see image of question. Then image of the graphs. The question is not about the code, looking for comments on the acf lag to
Please see image of question. Then image of the graphs. The question is not about the code, looking for comments on the acf lag to 100, per the question. Thanks!!
1.23 Simulate a series of n = 500 observations from the signalplusnoise model presented in Example 1.12 with 0'3, 2 1. Compute the sample ACF to lag 100 of the data you generated and comment. M cs = 2 * np. cos (2 * np. pi * np. arange(1, 501) / 50 + .6 * np.pi) w = np . random . normal (size=500) pit . plot(cs + w) pit. title(r"$x_{t} = 2cos(2\\pi / 50 + 0.6\\pi) + N(0, 1)$") pit . show( ) Xt = 2cos(2n/50 + 0.6n) + N(0, 1) 2 0 -2 100 200 300 400 500 K ax = acf1(cs + w, nlags=100) ax . set_title("ACF 100 Lag: " +" "+r"$x_{t} = 2cos(2\\pi / 50 + 0.6\\pi) + N(0, 1)$") pit . show( ) ACF 100 Lag: Xt = 2cos(2n/50 + 0.6n) + N(0, 1) 0.6 0.4 0.2 ACF 0.0 -0.2 -0.4 -0.6 20 40 60 80 100 LAGStep by Step Solution
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