Question
Seven successive observations on a stationary time-series are as follows:
12, 14, 13, 10, 15, 12, 15
(a) Calculate auto-covariances C0, C1, C2, C3 and C4.
(b) Calculate auto-correlation coefficients r1, r2, r3 and r4.
(c) Plot the correlogram.
Answer :
Word Count : 212
We will solve this step by step. ### Step 1: Compute the Mean of the Time-Series The given time-series data is: \[ X = \{12, 14, 13, 10, 15, 12, 15\} \] The mean of the series is given by: \[ \bar{X} = \frac{1}{N} \sum_{i=1}^{N} X_i \] where \( N = 7 \). _______ _______ _____ ______ ________ _______.
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We will solve this step by step. ### Step 1: Compute the Mean of the Time-Series The given time-series data is: \[ X = \{12, 14, 13, 10, 15, 12, 15\} \] The mean of the series is given by: \[ \bar{X} = \frac{1}{N} \sum_{i=1}^{N} X_i \] where \( N = 7 \). _______ _______ _____ ______ ________ _______.
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