Page 1 of 1
Generate 300 observations from each of the following time series models. Plot each time series you generated... = = (a)
Posted: Mon Nov 15, 2021 11:11 am
by answerhappygod
- Generate 300 Observations From Each Of The Following Time Series Models Plot Each Time Series You Generated A 1 (27.05 KiB) Viewed 86 times
Generate 300 observations from each of the following time series models. Plot each time series you generated... = = (a) xt = -0.75Xt-1 + Et (b) xt = 0.63Xt-1 + Et (C) Xt = Xt-1 + Et (d) xt = 0.24xt-1 + Et (e) Xt = -0.98xt-1 + Et = = Note 1: £t~N(0,1) and Xo = 0; Note 2: To generate £t, please use the Linear Congruential Generators Et = -21nU cos(211U2), U, and U2 are based on following LCGs, respectively. For U1, Xi+1 = 17X; + 19 mod 234877, where Xo = 13 For U2, Xi+1 = 27X; + 29 mod 154691, where Xo = 71 = = 2 = >