exercises for Thu Mar 10_澳门葡京手机版app下载

nils
2022-03-04T13:57:47.868Z
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www.uio.no

1. We spent time going through the New Haven annual temperatures dataset, and I've uploaded the R script "com14b" to the course site. We also travelled through the basics of the AR(p), with polynomials associated with the \phi and \psi representations, how to estimate the \phi parameters, etc.

2. I need a couple of days to write up some AR(p) and MA(q) and ARMA(p,q) exercises and lecture notes; soon enough there will be an updated version of the Nils Collection.

3. More details will be put up here, pretty soon, regarding exercises. Some of these are as follows: simulate, estimate, from these important time series models: AR(p), MA(q), ARMA(p,q). Keep p and q moderately low, like 2. In addition, I'll find a real dataset for us to work with, exhiting AR(p) in action.

4. Next week more on MA(q) and ARMA(p,q), from Ch 3 of the book.