The figure shows the ACFS for 36 random numbers, 360 random numbers and for 1,000 random...
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The figure shows the ACFS for 36 random numbers, 360 random numbers and for 1,000 random numbers. ACF 00 90- Lag 9 13 ACF O'L s'o 0:0 SO- 01- 10 ACF 15 20 5 s'o 15 20 25 30 Lag Lag 1. Explain the differences among these figures. Do they all indicate the data are white noise? 2. Why are the critical values at different distances from the mean of zero? Why are the autocorrelations different in each figure when they each refer to white noise? no -0.5 -1.0 0 3. What is the purpose of taking a first difference of time series data? 4. To what does the order of a p. d. and q refer in an arima model? 5 10 The figure shows the ACFS for 36 random numbers, 360 random numbers and for 1,000 random numbers. ACF 00 90- Lag 9 13 ACF O'L s'o 0:0 SO- 01- 10 ACF 15 20 5 s'o 15 20 25 30 Lag Lag 1. Explain the differences among these figures. Do they all indicate the data are white noise? 2. Why are the critical values at different distances from the mean of zero? Why are the autocorrelations different in each figure when they each refer to white noise? no -0.5 -1.0 0 3. What is the purpose of taking a first difference of time series data? 4. To what does the order of a p. d. and q refer in an arima model? 5 10
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Accounting for Governmental and Nonprofit Entities
ISBN: ?978-0073379609
15th Edition
Authors: Earl R. Wilson, Jacqueline L Reck, Susan C Kattelus
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