Create a Python code to estimate the Autocorrelation Function. Note: You need to implement the provided...
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Create a Python code to estimate the Autocorrelation Function. Note: You need to implement the provided equation for ACF shown below: Hint: ACF plot must be double-sided from negative # of lags to positive # of lags with highlighted insignificant region. An example of the ACF function is shown below: Magnitu 10 0.8 0.6 0.4 02- 0.0 Ry(T): Autocomrolation Function of White noise -15 = -10 -5 Lags 10 Er+1(Yt-Y) (Yt-T — Y) Σt 1(Yt-y)² a.Plot the ACF of the make-up dataset and compare the result with the manual calculation. # of lags = 4. b.Plot the ACF of the generated data. The ACF needs to be plotted using the "stem" command. # of lags = 20. c.Write down your observations about the ACF plot of the stationary dataset. Create a Python code to estimate the Autocorrelation Function. Note: You need to implement the provided equation for ACF shown below: Hint: ACF plot must be double-sided from negative # of lags to positive # of lags with highlighted insignificant region. An example of the ACF function is shown below: Magnitu 10 0.8 0.6 0.4 02- 0.0 Ry(T): Autocomrolation Function of White noise -15 = -10 -5 Lags 10 Er+1(Yt-Y) (Yt-T — Y) Σt 1(Yt-y)² a.Plot the ACF of the make-up dataset and compare the result with the manual calculation. # of lags = 4. b.Plot the ACF of the generated data. The ACF needs to be plotted using the "stem" command. # of lags = 20. c.Write down your observations about the ACF plot of the stationary dataset.
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creating a Python code to estimate the Autocorrelation Function ACF of a time series data The text in the image says that the ACF plot must be doublesided which means it shows the correlation between ... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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