Question: install.packages(astsa) library(astsa) Run the following code for this question set.seed(150) x
install.packages("astsa")
library(astsa)
Run the following code for this question
set.seed(150)
x <- arima.sim(model = list(ar = c(0.3), ma = c(0.1)), mean = 0, n = 200)
Try to fit the AR(1), MA(1), ARMA(1, 1), and ARMA(1, 2) models to the series 'x'.
The coefficient of AR component in AR(1) model is:
The coefficient of MA component in MA(1) model is:
The coefficient of AR(1) component in ARMA(1, 1) model is:
The coefficient of MA(2) component in ARMA(1, 2) model is:
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
