exercises for Thu Mar 31_澳门葡京手机版app下载

nils
2022-03-25T12:56:00.671Z
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www.uio.no

I've uploaded "version F", so far 23 pages, as of 24.iii.22, of the Nils Exercises and Lecture Notes. When we've been through Exercises 19, 20, 21, 22, 23, we have somehow also been through more than 51 percent of Ch 4.

For Thu Mar 31, I will essentially go through first Exercise 17 (with comments!), then these 19, 20, 21, 22, 23 (with comments!). Work with all of these, and Exercise 22, about midnight stargazing a hundred years ago, is a good illustration of an important class of time series models, and their interpretation and analysis.

Note com11c, a script for estimating parameters in an MA(3); this can easily be generalised to any MA(q).