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6) I considered a data set of size 200. The data set, called Data, has no trends. I fitted AR(1) model. Below, you find
Posted: Thu Jul 14, 2022 4:51 pm
by answerhappygod
- 6 I Considered A Data Set Of Size 200 The Data Set Called Data Has No Trends I Fitted Ar 1 Model Below You Find 1 (65.89 KiB) Viewed 42 times
6) I considered a data set of size 200. The data set, called Data, has no trends. I fitted AR(1) model. Below, you find output of acf function. 3 1 2 Also, the sample variance of our time series is 2.57 and xˉ=0. (a) Find the Yule-Walker estimates of ϕ and σZ2. (b) Compute 95% confidence interval for ϕ. Note: z0.025=1.96. (c) I typed Data [195: 200] and obtained 0.4642967−0.3179734−0.09879331.19525911.3390433−0.2882120 Predict the 201st value. What is the mean square error of this prediction?