Question: 1. Compute and plot the auto-correlation function of the numeric vector RW contained in the library Rsafd, and discuss the dependence (or lack thereof) between

1. Compute and plot the auto-correlation function of the numeric vector RW contained in the library Rsafd, and discuss the dependence (or lack thereof) between its successive entries.

2. Compute the first difference (i.e. with lag k = 1), call it WN, and address the same question of the dependence of the successive entries. Compare the results with those obtained for the series RW. Are your observations consistent with the claim: “the series RW was created as the cumulative sum of the entries of a white noise series”?

3. This question deals with the timeSeries object HS.ts included in the library Rsafd.

The data give the values of the daily closing values of the Hang Seng Index of Hong Kong Stock Prices from January 2, 1987 to June 25, 2003. Go through the steps of the analysis of questions 1. and 2. for the series HS.ts and compare the results. What does that tell you about the Hang Seng index?

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