How to find the sample autocorrelation function (ACF) using SPSS and how to tell if the...

How to find the sample autocorrelation function (ACF) using SPSS and how to tell if the data show any stationarity

Expert Solution

orchestra answered 1 year ago

1. Find the ACF and PACF and plot the ACF ρk for k = 0, 1,...

1. Find the ACF and PACF and plot the ACF ρk for k = 0, 1, 2, 3, 4, 5 for the following model where the wt is a Gaussian white noise process. Zt = −0.5Zt−1 + wt

part a calculate the sample autocorrelation function and provide an interpretation part b construct an individual...

part a calculate the sample autocorrelation function and provide an interpretation part b construct an individual control chart with the standard deviation estimated using the moving range method. how would ypu interpret the chart? are ypu comfortable with this interpretation? data 2048, 2025, 2017, 1995, 1983, 1943, 1940, 1947, 1972, 1983, 1935, 1948, 1966, 1954, 1970, 2039, 2015, 2021, 2010, 2012, 2003, 1979, 2006, 2042, 2000, 2002, 2010, 1975, 1983, 2021, 2051, 2056, 2018, 2030, 2023, 2036, 2019, 2000, 1986,...

Explain what is meant by the following time series terms i) Sample autocorrelation function ii) The...

Explain what is meant by the following time series terms i) Sample autocorrelation function ii) The if and only if conditions for the stationarity of the ARMA(p,q) process iii) The partial autocorrelation function

(In this problem first find the probability by using SPSS and then calculate the number of...

(In this problem first find the probability by using SPSS and then calculate the number of trees manually by using the probabilities.) A certain variety of pine tree has a mean trunk diameter of μ=150 cm, and a standard deviation of σ=30 cm which is normally distributed. A certain section of a forest has 500 of these trees. Find Approximately 1. how many of these trees have a diameter smaller than 120 2. how many of these trees have a...

Question 4: (In this problem first find the probability by using SPSS and copy the output...

Question 4: (In this problem first find the probability by using SPSS and copy the output and then calculate the number of trees manually by using the probabilities.) A certain variety of pine tree has a mean trunk diameter of μ= 150 cm, and a standard deviation of σ= 30 cm which is normally distributed. A certain section of a forest has 500 of these trees. Find Approximately 1. how many of these trees have a diameter smaller than 120...

Econometrics What is the difference between the Auto-Correlation Function (ACF) and the Partial Auto-Correlation Function (PACF)?...

Econometrics What is the difference between the Auto-Correlation Function (ACF) and the Partial Auto-Correlation Function (PACF)? How would you determine the p and q lags in ARIMA models? Please support your answers with sample graphs, examples etc. Please do not copy the answers already in chegg. elaborate properly.

Exercise 1 Create a data file in SPSS using the following memory scores for this sample...

Exercise 1 Create a data file in SPSS using the following memory scores for this sample of 15 fictional patients with dementia: 8 3 11 7 6 5 4 8 9 8 7 9 5 4 10 Higher memory number indicates better memory performance. Use this information to complete the following in SPSS. 17) Run descriptive statistics on the dementia patients’ memory scores (make sure to include the mean and confidence interval by using the “Explore” option as shown in...

The following SPSS output shows the relationship between height and age using a sample of 50...

The following SPSS output shows the relationship between height and age using a sample of 50 male children aged between 12- 24 months old in a developing country X. Model Coef. Std. Err. t Sig [95% Conf. Interval] age 0.55331 0.094072 5.88 0.000 0.369 37.478 _cons 45.4448 4.074696 11.152 0.000 37.478 82.473 What is the independent and dependent variables? What is the value of the intercept? What is the regression equation? How will each additional month of age affect the...

(a) How do you find the second derivative of a function? (b) If both are positive numbers, what does that tell you about the function itself?

(a) How do you find the second derivative of a function? (b) If both are positive numbers, what does that tell you about the function itself? (c) If we know that a function is increasing, but at a decreasing rate, what does that say about the first and second derivatives? (d) Come up with a function where the first and second derivatives are non-zero but the third derivative is zero.

Find the local maximum and minimum values of the function. Tell the intervals where the graph...

Find the local maximum and minimum values of the function. Tell the intervals where the graph of the function is increasing and decreasing f(x)= 2x^3 +3x^2 - 12x

Question