(a) A time series model is simulated with 1000 samples. The figures follow show the sample ACF and sample PACF. 10 Lag Lag Figure 2.1: Sample ACF and sample PACF Write the model with backward shift operator 02 05 10 Parial ACF €3

Practical Management Science
6th Edition
ISBN:9781337406659
Author:WINSTON, Wayne L.
Publisher:WINSTON, Wayne L.
Chapter6: Optimization Models With Integer Variables
Section: Chapter Questions
Problem 40P
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Question
5
(a) A time series model is simulated with
1000 samples. The figures follow show the
sample ACF and sample PACF.
10
15
20
25
30
10
15
20
25
30
Lag
Lag
Figure 2.1: Sample ACF and sample PACF
Write the model with backward shift
operator
02
0.5
Parial ACF
Transcribed Image Text:(a) A time series model is simulated with 1000 samples. The figures follow show the sample ACF and sample PACF. 10 15 20 25 30 10 15 20 25 30 Lag Lag Figure 2.1: Sample ACF and sample PACF Write the model with backward shift operator 02 0.5 Parial ACF
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