Consider the following AR(3) model where the white noise has a variance o = 1, xt = 0.9xt-1 -0.16xt-2 -0.02xt-3. Write down the first 4 equations in the Yule-Walker equations and solve it to get y(0), y(1), y(2) and y(3). Hint: Use the R function solve to solve linear equations. Use the Yule-Walker equations to get y(4), y(5) and y(6). Use your code to calculate p(h) for h = 1, 2, . . ., 6. Verify your results by running ARMAacf .

Consider the following AR(3) model where the white noise has a variance o = 1, xt = 0.9xt-1 -0.16xt-2 -0.02xt-3. Write down the first 4 equations in the Yule-Walker equations and solve it to get y(0), y(1), y(2) and y(3). Hint: Use the R function solve to solve linear equations. Use the Yule-Walker equations to get y(4), y(5) and y(6). Use your code to calculate p(h) for h = 1, 2, . . ., 6. Verify your results by running ARMAacf .

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter1: Functions

Section1.EA: Extended Application Using Extrapolation To Predict Life Expectancy

Problem 5EA

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