Simulate 100 observations from an ARMA(1,1) model and
another 30 observations from an ARMA(1,1) model both with = 0.8 and
= 0.3.
please use Rstudio and provide the codes.
Using R:
1. Generate AR(1), AR(2), MA(1), MA(2), and ARMA(1,1) processes
with different parameter values, and draw ACF and PACF. Discuss the
characteristics of ACF snd PACF for these processes.
2. Generate AR(1) process {X_t}. Compute the first difference
Y_t = X_t - X_(t-1). Draw ACF and PACF of {Y_t}. What can you say
about this process? Is it again a AR(1) process? What can you say
in general?
3.For the AR(2) processes with the following parameters,
determine if AR(2)...
How do you distinguish between data, knowledge, and wisdom? How
do you distinguish between tacit knowledge and explicit knowledge?
Provide some examples of how businesses use these concepts and how
you have personally used these concepts.
Answer all three
1. How do you distinguish between an animal that is not
cephalized from one that is cephalized?
2. The term for molting is ecdysis. What are the two animal
phyla that need to molt in order to grow larger? How do they use
their coverings to their advantage?
3. Under proper conditions, a leopard frog can jump over 10X its
body length! Imagine our frog jumped 155 cm. How many meters is
that? How many meters could...
For the following processes, compute autocovariance
function.
(a) AR(2) - use the recursive method;
(b) ARMA(1, 1) - you may use the linear representation from
lectures;
(c) ARMA(1, 2) - derive a linear representation first!
How do you distinguish a partnership from a corporation? How do
you distinguish a public partnership from a public corporation? If
you were starting a business with a friend and only had a choice
between a partnership and corporation, which would you choose and
why?
How do you distinguish a partnership from a corporation? How do
you distinguish a public partnership from a public corporation? If
you were starting a business with a friend and only had a choice
between a partnership and corporation, which would you choose and
why?
How do you distinguish between the concepts of the D and S
functions in microeconomics and the concepts of AD and AS functions
in macroeconomics? Why they are different?