Statistics > QUESTIONS & ANSWERS > New York University STAT GB.2302 HW9-REVIEWED AND CORRECTED BY EXPERTS (All)
New York University STAT GB.2302 HW9-REVIEWED AND CORRECTED BY EXPERTS
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1. The data seems to be stationary with no obvious signs of trend or seasonality. The correlogram of the ACF dies down and the PACF spikes at one, making the AR(1) model seem reasonable. 2. τ = ( ... ρˆ − 1)/s = (0.8577– 1)/ 0.0451 = -3.155 At p = .01, -3.155 is beyond the range of t values for n = 100 and n = 250. This p value provides strong evidence against the random walk hypothesis. ρ is significantly less than 1 at p = 0.01. s [Show More]
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