COMP 150TSA Homework 3, due 19 October
- Do Problem 2.14. parts a and b on p. 80.
- Do some experiments to verify Bartlett's formula by simulating time series
according to MA(1) and AR(1) models and calculating the sample autocorrelations
of the simulated series. Run enough simulations to get a reasonable estimate
of the mean and variance of the autocorrelations at lag 1 and 2. Each series
should have at least 50 points, and each simulation should consist of at least
100 series. Turn in a clear report describing what experiments you did and
analyzing the results.
Submit your code using
provide comp150tsa hw3 progfile
by 11:30 PM on the due date.