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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
Date: 2010-11-23 19:26:03
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

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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