Autocorrelation, Advanced Statistics

Assignment Help:

This graph for Cross Correlation Function for RES1, RES1 shows that there is possibly negative autocorrelation as there are alternating spikes; also the first spike is negative which indicates that is likely to be negative autocorrelation. The graph shows lag 0 at a cross correlation value of 1 and this will always be the case with any data sets.

555_Autocorrelation.png

The graph for Autocorrelation Function for RES1 shows that there is no autocorrelation even though there are alternating spikes because they fall inside the 5% significance level. There are no significant spikes since all the spikes fall into the 5% significance limits for the autocorrelation. The graph also reveals that there is no first order autocorrelation, as the first spike does not fall outside the 5% significance limits.


Related Discussions:- Autocorrelation

Determine allowable setup cost, A metal fabrication process uses a die-cast...

A metal fabrication process uses a die-cast metal fastener at a uniform rate of 300 units per year. Currently, this item is currently purchased from an external supplier at a unit

Regression, regression line drawn as Y=C+1075x, when x was 2, and y was 239...

regression line drawn as Y=C+1075x, when x was 2, and y was 239, given that y intercept was 11. calculate the residual

To create a relative frequency histogram, The total amount of protein produ...

The total amount of protein produced by a dairy cow can be estimated from periodic testing of her milk.  The following are the total annual protein production values (lb) for 28 tw

White''s general heteroscedasticity test, The Null Hypothesis - H0:  γ 1 =...

The Null Hypothesis - H0:  γ 1 = γ 2 = ...  =  0  i.e.  there is no heteroscedasticity in the model The Alternative Hypothesis - H1:  at least one of the γ i 's are not equal

Probability., 5. Packages from a machine a normally distributed with a mean...

5. Packages from a machine a normally distributed with a mean 200g and its standard deviation 2grams. Find the probability that a package from the machine weighs a) Less than

Gabor regression, This is an approach to the modelling of time-frequency su...

This is an approach to the modelling of time-frequency surfaces which consists of a Bayesian regularization scheme in which the prior distributions over the time-frequency coeffici

Pre analysis data screening, need answers to questions in book advanced and...

need answers to questions in book advanced and multivariate statistical methods

Descriptive , Assume that a population is normally distributed with a mean ...

Assume that a population is normally distributed with a mean of 100 and a standard deviation of 15. Would it be unusual for the mean of a sample of 20 to be 115 or more?

Collective risk models, Collective risk models : The models applied to insu...

Collective risk models : The models applied to insurance portfolios which do not create direct reference to the risk characteristics of individual members of the portfolio when des

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd