TS Module 10: autocorrelation functions HW


TS Module 10: autocorrelation functions HW

Author
Message
NEAS
Supreme Being
Supreme Being (5.9K reputation)Supreme Being (5.9K reputation)Supreme Being (5.9K reputation)Supreme Being (5.9K reputation)Supreme Being (5.9K reputation)Supreme Being (5.9K reputation)Supreme Being (5.9K reputation)Supreme Being (5.9K reputation)Supreme Being (5.9K reputation)

Group: Administrators
Posts: 4.3K, Visits: 1.3K

[NEAS: The practice problems show the computations. The homework assignment and the practice problems prepare you for the final exam.]


nacho
Forum Newbie
Forum Newbie (4 reputation)Forum Newbie (4 reputation)Forum Newbie (4 reputation)Forum Newbie (4 reputation)Forum Newbie (4 reputation)Forum Newbie (4 reputation)Forum Newbie (4 reputation)Forum Newbie (4 reputation)Forum Newbie (4 reputation)

Group: Forum Members
Posts: 3, Visits: 1

moo5003

I calculated the same sample auto correlations.  I formatted mine similar to the practice problem, so it is like how you did it, under entry 9. 

Be aware that what you posted as the sample variance isn't quite right.  It will be either 4 or 3.6 depending on if you divide the number you posted by n-1 or n (sample vs population variance).


moo5003
Junior Member
Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)Junior Member (11 reputation)

Group: Forum Members
Posts: 10, Visits: 60

My question is how you guys formatted your cross products.

Did you put (Y_10-Y)*(Y_9-Y) under entry 10 or entry 9.  I put it under entry 9, just wanted to know if that was correct/wrong/doesnt matter.  (Auto correlation will be the same either way).

Sample Mean: 10
Sample Variance: 36
R_1 =  .27777777
R_2 = -.30555555
R_3 = -.55555555

Let me know if some of my results are incorrect.


ktanner22
Forum Newbie
Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)

Group: Forum Members
Posts: 10, Visits: 1
Study123,

Take a look at the practice problems and you will better understand the table. That's what I did.

The title of "entry" for the first 2 columns probably just means that it is not a calculation, but rather just an input or entry. This is not important.

To calculate the cross product lags (last 3 columns), you need to multiply the deviation for Y_t by the deviation for y_t+k, i.e. for lag 1 it's (Y_t - Ybar) x (Y_t+1 - Ybar).


If you have already completed modules 8 and 9 and you understand them, maybe you could help me out by replying to most posts on them. I need help too!

Thanks,

ktanner
Study123
Forum Newbie
Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)

Group: Forum Members
Posts: 2, Visits: 1

I am having trouble getting started with the assignment.  Can someone please help me?  Why are there 2 entry columns?


Cubs
Forum Newbie
Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)

Group: Forum Members
Posts: 4, Visits: 1

I calculated the denominator as 36... I'm confused how we could get the same answer for lag1 and lag2 cross product if we were using a different denominator.


atkinsmt
Forum Newbie
Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)

Group: Forum Members
Posts: 2, Visits: 1
Hey Cubs,

I got the same r1, and r2 as you. However, I got r3= -20/32 = -0.625.
Cubs
Forum Newbie
Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)Forum Newbie (5 reputation)

Group: Forum Members
Posts: 4, Visits: 1
I also came up with the same positive number for r1, but I calculated a negative number for r2 of -.30556 and a negative number for r3 of -.55556.  These results seem strange to me.  Can someone confirm this is also what they came up with?  Thanks!
evi
Junior Member
Junior Member (15 reputation)Junior Member (15 reputation)Junior Member (15 reputation)Junior Member (15 reputation)Junior Member (15 reputation)Junior Member (15 reputation)Junior Member (15 reputation)Junior Member (15 reputation)Junior Member (15 reputation)

Group: Forum Members
Posts: 14, Visits: 1

Likewise.


CalLadyQED
Forum Guru
Forum Guru (66 reputation)Forum Guru (66 reputation)Forum Guru (66 reputation)Forum Guru (66 reputation)Forum Guru (66 reputation)Forum Guru (66 reputation)Forum Guru (66 reputation)Forum Guru (66 reputation)Forum Guru (66 reputation)

Group: Forum Members
Posts: 62, Visits: 2
That's what I got, dditch.
GO
Merge Selected
Merge into selected topic...



Merge into merge target...



Merge into a specific topic ID...





Reading This Topic


Login
Existing Account
Email Address:


Password:


Social Logins

  • Login with twitter
  • Login with twitter
Select a Forum....











































































































































































































































Neas-Seminars

Search