Homework 4 solutions Joe Neeman October 27, We began by looking at the ACF of the original data sequence (Figure 1), which seems to decay very slowly. In particular, the process is probably not an ARMA process. T

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• Time series models
• Noise
• Time series analysis
• Covariance and correlation
• Moving-average model
• Partial autocorrelation function
• Autoregressive integrated moving average
• Akaike information criterion
• QQ plot
• BoxJenkins