A. (1)Use the autocorrelation method to predict the future values of a time series. Choose appropriate values of number of past points to be used and the averaging period necessary to compute the autocorrelation function.

Generate the data using the following expression:

x(.01 n) = sin 0.2 n + 0.01 n (1 - 0.01 n) + 0.2(A)

to generate points n = 1, ..., 50.

(2)Use the prediction method to find point n = 51, (3)and find the error between the actual value and the predicted value.

(4)Use this method to test the prediction for 20 or 30 additional points and compute the mean square error. (5)Graph the time series (A) and the predicted values as you move your window forward.

Note: the results in terms of graphs and table for the original problem