Filter the Vostok cubic regression with an initial AR(2) model, the one suggested by ar.yw(), and find the order of the residuals after filtering. Show that ar.mle() and ar.yw() provide similar...


Filter the Vostok cubic regression with an initial AR(2) model, the one suggested by ar.yw(), and find the order of the residuals after filtering.


Show that ar.mle() and ar.yw() provide similar analysis for the residuals from the cubic Vostok model, both in the choice of model and in which models are considered close to the best models based on AIC values.



May 22, 2022
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