Posts by Marta Rossi • 51 points

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  Q: Time Series autocorrelation

  Consider the stochastic process AR (1). Generate a sequence of 500 random variables and assume c = 3 and Phi = {0.5, 0.95, 1}. Make autocorrelations from 1st to 3rd order (CR). How to generate these…

  r time-series

  asked 8 years, 8 months ago Marta Rossi 51