Sta457 Time Series Analysis Homework 2 Feb. 25 2013 Due

Sta457 Time Series Analysis Homework 2 Feb. 25 2013 Due March. 5 2013 in class You should work out this Homework individually. Group works or discussions are not acceptable. No late Homework will be accepted. (1) Problem 2.2 on Page 78 of the Textbook. (2) Problem 2.3 on Page 78 of the Textbook. (3) Problem 2.4 on Page 78 of the Textbook. (4) Problem 2.8 on Page 79 of the Textbook. (5) Problem 2.15 on Page 81 of the Textbook. (6) Problem 2.21 on Page 82 of the Textbook. (7) Consider the MA(1) model Xt = Zt + 0:8Zt??1 where Zt WN(0; 1). Find the third order PACF (3) of Xt.
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