I'm given 30 data points. Calculate and plot the sample ACF $\displaystyle \rho_k$ for k = 0,1,2,3,4,5. How would I plot it?
Follow Math Help Forum on Facebook and Google+
Originally Posted by statmajor I'm given 30 data points. Calculate and plot the sample ACF $\displaystyle \rho_k$ for k = 0,1,2,3,4,5. How would I plot it? Look at whatever definition you have for the auto-correlation. Now compute that for your data with delays of 0, 1, 2, 3,4 and 5 samples. Now plot $\displaystyle \rho_k$ against $\displaystyle k$ CB
Thanks. One more question, would I plot the sample partial autocorrelation function the same way $\displaystyle \phi_k$ against k = 0,1,2,3,4,5 as well?
View Tag Cloud