Question

Fifteen successive observations on a stationary time series are as follows:

34, 24 23 31 38 34 35 31 29 28 25 27 32 33 30

Calculate r6, r7, r8 and r9 and plot the correlogram

14 Feb 2023
Answer :
Word Count : 246

To calculate the autocorrelation coefficients, we can use the following formula:

r_k = frac{sum_{t=k+1}^{n}(y_t - ar{y})(y_{t-k} - ar{y})}{sum_{t=1}^{n}(y_t - ar{y})^2}

where n is the number of observations, yt is the value of the time series at time t, ar{y} is the mean of the time ______ ______ _______ ________ __________ ______ ___ ________ _____ _________.
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