Suppose that Zt= Acos(ω0 t +ϕ), where A, ω0 and ϕ are fixed
Using Example 3.2 as a guide, remove the signal from the explosion series shown in Figure 3.6 using the R command ar. Then calculate the sample ACF of the innovations of explosion series and compare it to the sample ACF of the squared innovations. How do these results compare to the results of Example 3.2 for the EEG and the S&P500 series?
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here