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MCS,PHD
Argosy University/ Phoniex University/
Nov-2005 - Oct-2011
Professor
Phoniex University
Oct-2001 - Nov-2016
Find the sample autocorrelation function for the time series in Table E4.1. Does this give you any insight about the optimum value of the smoothing constant that you found in Exercise 4.2?
Exercise 4.2 Reconsider the time series data shown in Table E4.1.
Exercise 4.1 Consider the time series data shown in Table E4.1.
TABLE E4.1
|
Period |
yt |
Period |
yt |
Period |
yt |
Period |
yt |
Period |
vt |
|
1 |
48.7 |
11 |
49.1 |
21 |
45.3 |
31 |
50.8 |
41 |
47.9 |
|
2 |
45.8 |
12 |
46.7 |
22 |
43.3 |
32 |
46.4 |
42 |
49.5 |
|
3 |
46.4 |
13 |
47.8 |
23 |
44.6 |
33 |
52.3 |
43 |
44.0 |
|
4 |
46.2 |
14 |
45.8 |
24 |
47.1 |
34 |
50.5 |
44 |
53.8 |
|
5 |
44.0 |
15 |
45.5 |
25 |
53.4 |
35 |
53.4 |
45 |
52.5 |
|
6 |
53.8 |
16 |
49.2 |
26 |
44.9 |
36 |
53.9 |
46 |
52.0 |
|
7 |
47.6 |
17 |
54.8 |
27 |
50.5 |
37 |
52.3 |
47 |
50.6 |
|
8 |
47.0 |
18 |
44.7 |
28 |
48.1 |
38 |
53.0 |
48 |
48.7 |
|
9 |
47.6 |
19 |
51.1 |
29 |
45.4 |
39 |
48.6 |
49 |
51.4 |
|
10 |
51.1 |
20 |
47.3 |
30 |
51.6 |
40 |
52.4 |
50 |
47.7 |
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